CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.0980 |
-0.0064 |
-0.6% |
1.1160 |
| High |
1.1044 |
1.1001 |
-0.0043 |
-0.4% |
1.1160 |
| Low |
1.1015 |
1.0980 |
-0.0035 |
-0.3% |
1.0997 |
| Close |
1.1022 |
1.0993 |
-0.0029 |
-0.3% |
1.1003 |
| Range |
0.0029 |
0.0021 |
-0.0009 |
-29.3% |
0.0163 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
137 |
25 |
-112 |
-81.8% |
61 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1043 |
1.1004 |
|
| R3 |
1.1032 |
1.1023 |
1.0998 |
|
| R2 |
1.1012 |
1.1012 |
1.0996 |
|
| R1 |
1.1002 |
1.1002 |
1.0994 |
1.1007 |
| PP |
1.0991 |
1.0991 |
1.0991 |
1.0993 |
| S1 |
1.0982 |
1.0982 |
1.0991 |
1.0986 |
| S2 |
1.0971 |
1.0971 |
1.0989 |
|
| S3 |
1.0950 |
1.0961 |
1.0987 |
|
| S4 |
1.0930 |
1.0941 |
1.0981 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1088 |
|
2.618 |
1.1054 |
|
1.618 |
1.1034 |
|
1.000 |
1.1021 |
|
0.618 |
1.1013 |
|
HIGH |
1.1001 |
|
0.618 |
1.0993 |
|
0.500 |
1.0990 |
|
0.382 |
1.0988 |
|
LOW |
1.0980 |
|
0.618 |
1.0967 |
|
1.000 |
1.0960 |
|
1.618 |
1.0947 |
|
2.618 |
1.0926 |
|
4.250 |
1.0893 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0992 |
1.1012 |
| PP |
1.0991 |
1.1005 |
| S1 |
1.0990 |
1.0999 |
|