CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 1.0817 1.0786 -0.0031 -0.3% 1.0730
High 1.0817 1.0788 -0.0030 -0.3% 1.0907
Low 1.0803 1.0786 -0.0017 -0.2% 1.0730
Close 1.0803 1.0788 -0.0015 -0.1% 1.0782
Range 0.0015 0.0002 -0.0013 -89.7% 0.0178
ATR 0.0071 0.0067 -0.0004 -5.5% 0.0000
Volume 3 8 5 166.7% 191
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0792 1.0791 1.0788
R3 1.0790 1.0790 1.0788
R2 1.0789 1.0789 1.0788
R1 1.0788 1.0788 1.0788 1.0788
PP 1.0787 1.0787 1.0787 1.0787
S1 1.0787 1.0787 1.0787 1.0787
S2 1.0786 1.0786 1.0787
S3 1.0784 1.0785 1.0787
S4 1.0783 1.0784 1.0787
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 1.0772 0.0136 1.3% 0.0042 0.4% 12% False False 9
10 1.0907 1.0717 0.0190 1.8% 0.0045 0.4% 37% False False 23
20 1.0907 1.0540 0.0367 3.4% 0.0052 0.5% 67% False False 78
40 1.0907 0.9982 0.0926 8.6% 0.0051 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0794
2.618 1.0791
1.618 1.0790
1.000 1.0789
0.618 1.0788
HIGH 1.0788
0.618 1.0787
0.500 1.0787
0.382 1.0787
LOW 1.0786
0.618 1.0785
1.000 1.0785
1.618 1.0784
2.618 1.0782
4.250 1.0780
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 1.0787 1.0802
PP 1.0787 1.0797
S1 1.0787 1.0792

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

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