CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 1.0852 1.0870 0.0018 0.2% 1.0773
High 1.0880 1.0960 0.0080 0.7% 1.0793
Low 1.0836 1.0827 -0.0009 -0.1% 1.0594
Close 1.0872 1.0954 0.0082 0.8% 1.0756
Range 0.0045 0.0133 0.0089 198.9% 0.0199
ATR 0.0083 0.0087 0.0004 4.3% 0.0000
Volume 757 1,915 1,158 153.0% 2,506
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1313 1.1266 1.1027
R3 1.1180 1.1133 1.0991
R2 1.1047 1.1047 1.0978
R1 1.1000 1.1000 1.0966 1.1024
PP 1.0914 1.0914 1.0914 1.0925
S1 1.0867 1.0867 1.0942 1.0891
S2 1.0781 1.0781 1.0930
S3 1.0648 1.0734 1.0917
S4 1.0515 1.0601 1.0881
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 1.0960 1.0594 0.0366 3.3% 0.0096 0.9% 98% True False 891
10 1.0960 1.0594 0.0366 3.3% 0.0095 0.9% 98% True False 634
20 1.0960 1.0594 0.0366 3.3% 0.0078 0.7% 98% True False 517
40 1.0960 1.0400 0.0560 5.1% 0.0077 0.7% 99% True False 581
60 1.0960 0.9889 0.1071 9.8% 0.0082 0.7% 99% True False 488
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1525
2.618 1.1308
1.618 1.1175
1.000 1.1093
0.618 1.1042
HIGH 1.0960
0.618 1.0909
0.500 1.0894
0.382 1.0878
LOW 1.0827
0.618 1.0745
1.000 1.0694
1.618 1.0612
2.618 1.0479
4.250 1.0262
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 1.0934 1.0934
PP 1.0914 1.0913
S1 1.0894 1.0893

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

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