CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 1.0736 1.0768 0.0032 0.3% 1.0654
High 1.0736 1.0768 0.0032 0.3% 1.0754
Low 1.0702 1.0768 0.0066 0.6% 1.0540
Close 1.0724 1.0768 0.0044 0.4% 1.0748
Range 0.0035 0.0000 -0.0035 -100.0% 0.0214
ATR 0.0080 0.0078 -0.0003 -3.2% 0.0000
Volume 332 0 -332 -100.0% 152
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0768 1.0768 1.0768
R3 1.0768 1.0768 1.0768
R2 1.0768 1.0768 1.0768
R1 1.0768 1.0768 1.0768 1.0768
PP 1.0768 1.0768 1.0768 1.0768
S1 1.0768 1.0768 1.0768 1.0768
S2 1.0768 1.0768 1.0768
S3 1.0768 1.0768 1.0768
S4 1.0768 1.0768 1.0768
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1321 1.1248 1.0865
R3 1.1108 1.1035 1.0807
R2 1.0894 1.0894 1.0787
R1 1.0821 1.0821 1.0768 1.0858
PP 1.0681 1.0681 1.0681 1.0699
S1 1.0608 1.0608 1.0728 1.0644
S2 1.0467 1.0467 1.0709
S3 1.0254 1.0394 1.0689
S4 1.0040 1.0181 1.0631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0776 1.0646 0.0130 1.2% 0.0042 0.4% 94% False False 220
10 1.0776 1.0540 0.0236 2.2% 0.0053 0.5% 97% False False 124
20 1.0776 1.0251 0.0525 4.9% 0.0060 0.6% 98% False False 83
Crabel Price Patterns
NR True
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0768
2.618 1.0768
1.618 1.0768
1.000 1.0768
0.618 1.0768
HIGH 1.0768
0.618 1.0768
0.500 1.0768
0.382 1.0768
LOW 1.0768
0.618 1.0768
1.000 1.0768
1.618 1.0768
2.618 1.0768
4.250 1.0768
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 1.0768 1.0752
PP 1.0768 1.0737
S1 1.0768 1.0722

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

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