CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 1.0838 1.0899 0.0062 0.6% 1.0776
High 1.0898 1.0907 0.0009 0.1% 1.0793
Low 1.0838 1.0790 -0.0048 -0.4% 1.0676
Close 1.0866 1.0817 -0.0049 -0.5% 1.0752
Range 0.0061 0.0117 0.0057 93.4% 0.0117
ATR 0.0077 0.0080 0.0003 3.7% 0.0000
Volume 39 30 -9 -23.1% 1,058
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1189 1.1120 1.0881
R3 1.1072 1.1003 1.0849
R2 1.0955 1.0955 1.0838
R1 1.0886 1.0886 1.0827 1.0862
PP 1.0838 1.0838 1.0838 1.0826
S1 1.0769 1.0769 1.0806 1.0745
S2 1.0721 1.0721 1.0795
S3 1.0604 1.0652 1.0784
S4 1.0487 1.0535 1.0752
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1090 1.1037 1.0816
R3 1.0973 1.0921 1.0784
R2 1.0857 1.0857 1.0773
R1 1.0804 1.0804 1.0762 1.0772
PP 1.0740 1.0740 1.0740 1.0724
S1 1.0688 1.0688 1.0741 1.0656
S2 1.0624 1.0624 1.0730
S3 1.0507 1.0571 1.0719
S4 1.0391 1.0455 1.0687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0907 1.0717 0.0190 1.8% 0.0072 0.7% 52% True False 43
10 1.0907 1.0646 0.0262 2.4% 0.0057 0.5% 65% True False 132
20 1.0907 1.0451 0.0457 4.2% 0.0055 0.5% 80% True False 86
40 1.0907 0.9946 0.0962 8.9% 0.0056 0.5% 91% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1404
2.618 1.1213
1.618 1.1096
1.000 1.1024
0.618 1.0979
HIGH 1.0907
0.618 1.0862
0.500 1.0849
0.382 1.0835
LOW 1.0790
0.618 1.0718
1.000 1.0673
1.618 1.0601
2.618 1.0484
4.250 1.0293
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 1.0849 1.0838
PP 1.0838 1.0831
S1 1.0827 1.0824

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

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