CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 1.0980 1.0956 -0.0025 -0.2% 1.1160
High 1.1001 1.0956 -0.0045 -0.4% 1.1160
Low 1.0980 1.0914 -0.0066 -0.6% 1.0997
Close 1.0993 1.0922 -0.0071 -0.6% 1.1003
Range 0.0021 0.0042 0.0022 104.9% 0.0163
ATR 0.0046 0.0048 0.0002 5.1% 0.0000
Volume 25 30 5 20.0% 61
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 1.1057 1.1031 1.0945
R3 1.1015 1.0989 1.0933
R2 1.0973 1.0973 1.0929
R1 1.0947 1.0947 1.0925 1.0939
PP 1.0931 1.0931 1.0931 1.0926
S1 1.0905 1.0905 1.0918 1.0897
S2 1.0889 1.0889 1.0914
S3 1.0847 1.0863 1.0910
S4 1.0805 1.0821 1.0898
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 1.1080 1.0914 0.0166 1.5% 0.0035 0.3% 5% False True 44
10 1.1194 1.0914 0.0280 2.6% 0.0028 0.3% 3% False True 26
20 1.1223 1.0914 0.0309 2.8% 0.0028 0.3% 2% False True 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1135
2.618 1.1066
1.618 1.1024
1.000 1.0998
0.618 1.0982
HIGH 1.0956
0.618 1.0940
0.500 1.0935
0.382 1.0930
LOW 1.0914
0.618 1.0888
1.000 1.0872
1.618 1.0846
2.618 1.0804
4.250 1.0736
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 1.0935 1.0979
PP 1.0931 1.0960
S1 1.0926 1.0941

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

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