CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 1.0845 1.0852 0.0007 0.1% 1.0773
High 1.0858 1.0880 0.0022 0.2% 1.0793
Low 1.0826 1.0836 0.0010 0.1% 1.0594
Close 1.0849 1.0872 0.0023 0.2% 1.0756
Range 0.0032 0.0045 0.0013 39.1% 0.0199
ATR 0.0086 0.0083 -0.0003 -3.5% 0.0000
Volume 150 757 607 404.7% 2,506
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0996 1.0979 1.0896
R3 1.0952 1.0934 1.0884
R2 1.0907 1.0907 1.0880
R1 1.0890 1.0890 1.0876 1.0898
PP 1.0863 1.0863 1.0863 1.0867
S1 1.0845 1.0845 1.0868 1.0854
S2 1.0818 1.0818 1.0864
S3 1.0774 1.0801 1.0860
S4 1.0729 1.0756 1.0848
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 1.0880 1.0594 0.0286 2.6% 0.0091 0.8% 97% True False 640
10 1.0880 1.0594 0.0286 2.6% 0.0086 0.8% 97% True False 470
20 1.0880 1.0594 0.0286 2.6% 0.0078 0.7% 97% True False 515
40 1.0880 1.0400 0.0480 4.4% 0.0075 0.7% 98% True False 535
60 1.0880 0.9889 0.0991 9.1% 0.0082 0.7% 99% True False 457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1069
2.618 1.0997
1.618 1.0952
1.000 1.0925
0.618 1.0908
HIGH 1.0880
0.618 1.0863
0.500 1.0858
0.382 1.0852
LOW 1.0836
0.618 1.0808
1.000 1.0791
1.618 1.0763
2.618 1.0719
4.250 1.0646
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 1.0867 1.0855
PP 1.0863 1.0839
S1 1.0858 1.0822

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

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