CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 1.0940 1.0912 -0.0028 -0.3% 1.1025
High 1.0940 1.0912 -0.0028 -0.3% 1.1044
Low 1.0918 1.0912 -0.0006 -0.1% 1.0914
Close 1.0935 1.0912 -0.0023 -0.2% 1.0961
Range 0.0022 0.0000 -0.0022 -100.0% 0.0130
ATR 0.0047 0.0046 -0.0002 -3.8% 0.0000
Volume 97 0 -97 -100.0% 225
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 1.0912 1.0912 1.0912
R3 1.0912 1.0912 1.0912
R2 1.0912 1.0912 1.0912
R1 1.0912 1.0912 1.0912 1.0912
PP 1.0912 1.0912 1.0912 1.0912
S1 1.0912 1.0912 1.0912 1.0912
S2 1.0912 1.0912 1.0912
S3 1.0912 1.0912 1.0912
S4 1.0912 1.0912 1.0912
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1.1361 1.1291 1.1032
R3 1.1232 1.1161 1.0997
R2 1.1102 1.1102 1.0985
R1 1.1032 1.1032 1.0973 1.1002
PP 1.0973 1.0973 1.0973 1.0958
S1 1.0902 1.0902 1.0949 1.0873
S2 1.0843 1.0843 1.0937
S3 1.0714 1.0773 1.0925
S4 1.0584 1.0643 1.0890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0978 1.0912 0.0066 0.6% 0.0025 0.2% 0% False True 38
10 1.1089 1.0912 0.0177 1.6% 0.0030 0.3% 0% False True 41
20 1.1216 1.0912 0.0304 2.8% 0.0027 0.2% 0% False True 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0912
2.618 1.0912
1.618 1.0912
1.000 1.0912
0.618 1.0912
HIGH 1.0912
0.618 1.0912
0.500 1.0912
0.382 1.0912
LOW 1.0912
0.618 1.0912
1.000 1.0912
1.618 1.0912
2.618 1.0912
4.250 1.0912
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 1.0912 1.0944
PP 1.0912 1.0933
S1 1.0912 1.0923

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

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