CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 1.0764 1.0845 0.0081 0.8% 1.0773
High 1.0870 1.0858 -0.0012 -0.1% 1.0793
Low 1.0764 1.0826 0.0062 0.6% 1.0594
Close 1.0861 1.0849 -0.0012 -0.1% 1.0756
Range 0.0106 0.0032 -0.0074 -69.8% 0.0199
ATR 0.0090 0.0086 -0.0004 -4.4% 0.0000
Volume 577 150 -427 -74.0% 2,506
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0940 1.0927 1.0867
R3 1.0908 1.0895 1.0858
R2 1.0876 1.0876 1.0855
R1 1.0863 1.0863 1.0852 1.0870
PP 1.0844 1.0844 1.0844 1.0848
S1 1.0831 1.0831 1.0846 1.0838
S2 1.0812 1.0812 1.0843
S3 1.0780 1.0799 1.0840
S4 1.0748 1.0767 1.0831
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1311 1.1232 1.0865
R3 1.1112 1.1033 1.0810
R2 1.0913 1.0913 1.0792
R1 1.0834 1.0834 1.0774 1.0774
PP 1.0714 1.0714 1.0714 1.0684
S1 1.0635 1.0635 1.0737 1.0575
S2 1.0515 1.0515 1.0719
S3 1.0316 1.0436 1.0701
S4 1.0117 1.0237 1.0646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0870 1.0594 0.0276 2.5% 0.0094 0.9% 92% False False 561
10 1.0870 1.0594 0.0276 2.5% 0.0086 0.8% 92% False False 430
20 1.0870 1.0594 0.0276 2.5% 0.0080 0.7% 92% False False 488
40 1.0870 1.0334 0.0537 4.9% 0.0079 0.7% 96% False False 523
60 1.0870 0.9889 0.0981 9.0% 0.0082 0.8% 98% False False 444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0994
2.618 1.0942
1.618 1.0910
1.000 1.0890
0.618 1.0878
HIGH 1.0858
0.618 1.0846
0.500 1.0842
0.382 1.0838
LOW 1.0826
0.618 1.0806
1.000 1.0794
1.618 1.0774
2.618 1.0742
4.250 1.0690
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 1.0847 1.0810
PP 1.0844 1.0771
S1 1.0842 1.0732

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

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