CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 23-Dec-2022
Day Change Summary
Previous Current
22-Dec-2022 23-Dec-2022 Change Change % Previous Week
Open 1.0766 1.0785 0.0020 0.2% 1.0787
High 1.0766 1.0801 0.0036 0.3% 1.0817
Low 1.0766 1.0785 0.0020 0.2% 1.0766
Close 1.0766 1.0791 0.0025 0.2% 1.0791
Range 0.0000 0.0016 0.0016 0.0052
ATR 0.0064 0.0062 -0.0002 -3.2% 0.0000
Volume 970 1 -969 -99.9% 986
Daily Pivots for day following 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0840 1.0831 1.0799
R3 1.0824 1.0815 1.0795
R2 1.0808 1.0808 1.0793
R1 1.0799 1.0799 1.0792 1.0804
PP 1.0792 1.0792 1.0792 1.0794
S1 1.0783 1.0783 1.0789 1.0788
S2 1.0776 1.0776 1.0788
S3 1.0760 1.0767 1.0786
S4 1.0744 1.0751 1.0782
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0946 1.0920 1.0819
R3 1.0894 1.0868 1.0805
R2 1.0843 1.0843 1.0800
R1 1.0817 1.0817 1.0795 1.0830
PP 1.0791 1.0791 1.0791 1.0798
S1 1.0765 1.0765 1.0786 1.0778
S2 1.0740 1.0740 1.0781
S3 1.0688 1.0714 1.0776
S4 1.0637 1.0662 1.0762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0817 1.0766 0.0052 0.5% 0.0006 0.1% 49% False False 197
10 1.0907 1.0730 0.0178 1.6% 0.0039 0.4% 34% False False 117
20 1.0907 1.0540 0.0367 3.4% 0.0046 0.4% 68% False False 119
40 1.0907 0.9982 0.0926 8.6% 0.0051 0.5% 87% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0869
2.618 1.0843
1.618 1.0827
1.000 1.0817
0.618 1.0811
HIGH 1.0801
0.618 1.0795
0.500 1.0793
0.382 1.0791
LOW 1.0785
0.618 1.0775
1.000 1.0769
1.618 1.0759
2.618 1.0743
4.250 1.0717
Fisher Pivots for day following 23-Dec-2022
Pivot 1 day 3 day
R1 1.0793 1.0788
PP 1.0792 1.0786
S1 1.0791 1.0783

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

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