CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 1.0785 1.0795 0.0010 0.1% 1.0787
High 1.0801 1.0813 0.0012 0.1% 1.0817
Low 1.0785 1.0795 0.0010 0.1% 1.0766
Close 1.0791 1.0813 0.0023 0.2% 1.0791
Range 0.0016 0.0018 0.0002 12.5% 0.0052
ATR 0.0062 0.0059 -0.0003 -4.6% 0.0000
Volume 1 1 0 0.0% 986
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0861 1.0855 1.0823
R3 1.0843 1.0837 1.0818
R2 1.0825 1.0825 1.0816
R1 1.0819 1.0819 1.0815 1.0822
PP 1.0807 1.0807 1.0807 1.0809
S1 1.0801 1.0801 1.0811 1.0804
S2 1.0789 1.0789 1.0810
S3 1.0771 1.0783 1.0808
S4 1.0753 1.0765 1.0803
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% 0.0010 0.1% 92% False False 196
10 1.0907 1.0766 0.0142 1.3% 0.0041 0.4% 34% False False 117
20 1.0907 1.0540 0.0367 3.4% 0.0041 0.4% 74% False False 118
40 1.0907 0.9982 0.0926 8.6% 0.0050 0.5% 90% False False 79
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0890
2.618 1.0860
1.618 1.0842
1.000 1.0831
0.618 1.0824
HIGH 1.0813
0.618 1.0806
0.500 1.0804
0.382 1.0802
LOW 1.0795
0.618 1.0784
1.000 1.0777
1.618 1.0766
2.618 1.0748
4.250 1.0719
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 1.0810 1.0805
PP 1.0807 1.0797
S1 1.0804 1.0789

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

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