CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 25-May-2023
Day Change Summary
Previous Current
24-May-2023 25-May-2023 Change Change % Previous Week
Open 1.0912 1.0884 -0.0028 -0.3% 1.1025
High 1.0912 1.0884 -0.0028 -0.3% 1.1044
Low 1.0912 1.0884 -0.0028 -0.3% 1.0914
Close 1.0912 1.0884 -0.0028 -0.3% 1.0961
Range
ATR 0.0046 0.0044 -0.0001 -2.8% 0.0000
Volume
Daily Pivots for day following 25-May-2023
Classic Woodie Camarilla DeMark
R4 1.0884 1.0884 1.0884
R3 1.0884 1.0884 1.0884
R2 1.0884 1.0884 1.0884
R1 1.0884 1.0884 1.0884 1.0884
PP 1.0884 1.0884 1.0884 1.0884
S1 1.0884 1.0884 1.0884 1.0884
S2 1.0884 1.0884 1.0884
S3 1.0884 1.0884 1.0884
S4 1.0884 1.0884 1.0884
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 1.0884 0.0094 0.9% 0.0017 0.2% 0% False True 32
10 1.1080 1.0884 0.0196 1.8% 0.0026 0.2% 0% False True 38
20 1.1216 1.0884 0.0332 3.1% 0.0024 0.2% 0% False True 23
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0884
2.618 1.0884
1.618 1.0884
1.000 1.0884
0.618 1.0884
HIGH 1.0884
0.618 1.0884
0.500 1.0884
0.382 1.0884
LOW 1.0884
0.618 1.0884
1.000 1.0884
1.618 1.0884
2.618 1.0884
4.250 1.0884
Fisher Pivots for day following 25-May-2023
Pivot 1 day 3 day
R1 1.0884 1.0912
PP 1.0884 1.0903
S1 1.0884 1.0893

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

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