CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 1.0865 1.0713 -0.0152 -1.4% 1.0795
High 1.0873 1.0730 -0.0143 -1.3% 1.0873
Low 1.0820 1.0681 -0.0139 -1.3% 1.0785
Close 1.0865 1.0727 -0.0138 -1.3% 1.0865
Range 0.0053 0.0050 -0.0004 -6.6% 0.0088
ATR 0.0057 0.0066 0.0009 15.9% 0.0000
Volume 0 6 6 2
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0861 1.0844 1.0754
R3 1.0812 1.0794 1.0741
R2 1.0762 1.0762 1.0736
R1 1.0745 1.0745 1.0732 1.0753
PP 1.0713 1.0713 1.0713 1.0717
S1 1.0695 1.0695 1.0722 1.0704
S2 1.0663 1.0663 1.0718
S3 1.0614 1.0646 1.0713
S4 1.0564 1.0596 1.0700
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1103 1.1072 1.0913
R3 1.1016 1.0984 1.0889
R2 1.0928 1.0928 1.0881
R1 1.0897 1.0897 1.0873 1.0913
PP 1.0841 1.0841 1.0841 1.0849
S1 1.0809 1.0809 1.0857 1.0825
S2 1.0753 1.0753 1.0849
S3 1.0666 1.0722 1.0841
S4 1.0578 1.0634 1.0817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0873 1.0681 0.0192 1.8% 0.0037 0.3% 24% False True 1
10 1.0873 1.0681 0.0192 1.8% 0.0022 0.2% 24% False True 99
20 1.0907 1.0676 0.0231 2.2% 0.0038 0.4% 22% False False 112
40 1.0907 1.0178 0.0729 6.8% 0.0049 0.5% 75% False False 79
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0940
2.618 1.0860
1.618 1.0810
1.000 1.0780
0.618 1.0761
HIGH 1.0730
0.618 1.0711
0.500 1.0705
0.382 1.0699
LOW 1.0681
0.618 1.0650
1.000 1.0631
1.618 1.0600
2.618 1.0551
4.250 1.0470
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 1.0720 1.0777
PP 1.0713 1.0760
S1 1.0705 1.0744

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

View Archives - Comment on this page... - Back to Index of Symbols