CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 1.1025 1.1044 0.0019 0.2% 1.1160
High 1.1025 1.1044 0.0019 0.2% 1.1160
Low 1.1025 1.1015 -0.0011 -0.1% 1.0997
Close 1.1025 1.1022 -0.0004 0.0% 1.1003
Range 0.0000 0.0029 0.0029 0.0163
ATR 0.0048 0.0046 -0.0001 -2.8% 0.0000
Volume 0 137 137 61
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 1.1114 1.1097 1.1037
R3 1.1085 1.1068 1.1029
R2 1.1056 1.1056 1.1027
R1 1.1039 1.1039 1.1024 1.1033
PP 1.1027 1.1027 1.1027 1.1024
S1 1.1010 1.1010 1.1019 1.1004
S2 1.0998 1.0998 1.1016
S3 1.0969 1.0981 1.1014
S4 1.0940 1.0952 1.1006
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1.1542 1.1436 1.1093
R3 1.1379 1.1273 1.1048
R2 1.1216 1.1216 1.1033
R1 1.1110 1.1110 1.1018 1.1082
PP 1.1053 1.1053 1.1053 1.1039
S1 1.0947 1.0947 1.0988 1.0919
S2 1.0890 1.0890 1.0973
S3 1.0727 1.0784 1.0958
S4 1.0564 1.0621 1.0913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1128 1.0997 0.0131 1.2% 0.0030 0.3% 19% False False 39
10 1.1216 1.0997 0.0219 2.0% 0.0024 0.2% 11% False False 22
20 1.1223 1.0997 0.0226 2.0% 0.0026 0.2% 11% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1167
2.618 1.1119
1.618 1.1090
1.000 1.1073
0.618 1.1061
HIGH 1.1044
0.618 1.1032
0.500 1.1029
0.382 1.1026
LOW 1.1015
0.618 1.0997
1.000 1.0986
1.618 1.0968
2.618 1.0939
4.250 1.0891
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 1.1029 1.1038
PP 1.1027 1.1033
S1 1.1024 1.1027

These figures are updated between 7pm and 10pm EST after a trading day.

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