CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 1.0978 1.0980 0.0002 0.0% 1.0952
High 1.0978 1.0980 0.0002 0.0% 1.1039
Low 1.0978 1.0959 -0.0019 -0.2% 1.0952
Close 1.0978 1.0959 -0.0019 -0.2% 1.1034
Range 0.0000 0.0021 0.0021 0.0087
ATR 0.0027 0.0027 0.0000 -1.8% 0.0000
Volume 235 261 26 11.1% 51
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 1.1027 1.1014 1.0970
R3 1.1007 1.0993 1.0965
R2 1.0986 1.0986 1.0963
R1 1.0973 1.0973 1.0961 1.0969
PP 1.0966 1.0966 1.0966 1.0964
S1 1.0952 1.0952 1.0957 1.0949
S2 1.0945 1.0945 1.0955
S3 1.0925 1.0932 1.0953
S4 1.0904 1.0911 1.0948
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 1.1269 1.1238 1.1081
R3 1.1182 1.1151 1.1057
R2 1.1095 1.1095 1.1049
R1 1.1064 1.1064 1.1041 1.1080
PP 1.1008 1.1008 1.1008 1.1016
S1 1.0977 1.0977 1.1026 1.0993
S2 1.0921 1.0921 1.1018
S3 1.0834 1.0890 1.1010
S4 1.0747 1.0803 1.0986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1034 1.0959 0.0075 0.7% 0.0012 0.1% 0% False True 174
10 1.1039 1.0933 0.0106 1.0% 0.0012 0.1% 25% False False 98
20 1.1039 1.0846 0.0193 1.8% 0.0013 0.1% 59% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.1033
1.618 1.1013
1.000 1.1000
0.618 1.0992
HIGH 1.0980
0.618 1.0972
0.500 1.0969
0.382 1.0967
LOW 1.0959
0.618 1.0946
1.000 1.0939
1.618 1.0926
2.618 1.0905
4.250 1.0872
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 1.0969 1.0985
PP 1.0966 1.0976
S1 1.0962 1.0968

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

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