CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 1.0899 1.0815 -0.0084 -0.8% 1.0730
High 1.0907 1.0847 -0.0061 -0.6% 1.0907
Low 1.0790 1.0772 -0.0019 -0.2% 1.0730
Close 1.0817 1.0782 -0.0035 -0.3% 1.0782
Range 0.0117 0.0075 -0.0042 -35.9% 0.0178
ATR 0.0080 0.0080 0.0000 -0.5% 0.0000
Volume 30 4 -26 -86.7% 191
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1025 1.0978 1.0823
R3 1.0950 1.0903 1.0802
R2 1.0875 1.0875 1.0795
R1 1.0828 1.0828 1.0788 1.0814
PP 1.0800 1.0800 1.0800 1.0793
S1 1.0753 1.0753 1.0775 1.0739
S2 1.0725 1.0725 1.0768
S3 1.0650 1.0678 1.0761
S4 1.0575 1.0603 1.0740
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1339 1.1238 1.0879
R3 1.1161 1.1060 1.0830
R2 1.0984 1.0984 1.0814
R1 1.0883 1.0883 1.0798 1.0933
PP 1.0806 1.0806 1.0806 1.0831
S1 1.0705 1.0705 1.0765 1.0756
S2 1.0629 1.0629 1.0749
S3 1.0451 1.0528 1.0733
S4 1.0274 1.0350 1.0684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0907 1.0730 0.0178 1.6% 0.0072 0.7% 29% False False 38
10 1.0907 1.0676 0.0231 2.1% 0.0054 0.5% 46% False False 124
20 1.0907 1.0451 0.0457 4.2% 0.0057 0.5% 73% False False 81
40 1.0907 0.9946 0.0962 8.9% 0.0057 0.5% 87% False False 56
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1165
2.618 1.1043
1.618 1.0968
1.000 1.0922
0.618 1.0893
HIGH 1.0847
0.618 1.0818
0.500 1.0809
0.382 1.0800
LOW 1.0772
0.618 1.0725
1.000 1.0697
1.618 1.0650
2.618 1.0575
4.250 1.0453
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 1.0809 1.0839
PP 1.0800 1.0820
S1 1.0791 1.0801

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

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