CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 1.0713 1.0767 0.0054 0.5% 1.0795
High 1.0730 1.0769 0.0039 0.4% 1.0873
Low 1.0681 1.0757 0.0077 0.7% 1.0785
Close 1.0727 1.0769 0.0042 0.4% 1.0865
Range 0.0050 0.0012 -0.0038 -76.8% 0.0088
ATR 0.0066 0.0065 -0.0002 -2.7% 0.0000
Volume 6 55 49 816.7% 2
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0799 1.0795 1.0775
R3 1.0788 1.0784 1.0772
R2 1.0776 1.0776 1.0771
R1 1.0772 1.0772 1.0770 1.0774
PP 1.0765 1.0765 1.0765 1.0766
S1 1.0761 1.0761 1.0767 1.0763
S2 1.0753 1.0753 1.0766
S3 1.0742 1.0749 1.0765
S4 1.0730 1.0738 1.0762
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% 0.0036 0.3% 46% False False 12
10 1.0873 1.0681 0.0192 1.8% 0.0023 0.2% 46% False False 104
20 1.0907 1.0676 0.0231 2.1% 0.0035 0.3% 40% False False 93
40 1.0907 1.0204 0.0704 6.5% 0.0049 0.5% 80% False False 80
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0817
2.618 1.0799
1.618 1.0787
1.000 1.0780
0.618 1.0776
HIGH 1.0769
0.618 1.0764
0.500 1.0763
0.382 1.0761
LOW 1.0757
0.618 1.0750
1.000 1.0746
1.618 1.0738
2.618 1.0727
4.250 1.0708
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 1.0767 1.0777
PP 1.0765 1.0774
S1 1.0763 1.0771

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

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