CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 1.0751 1.0880 0.0129 1.2% 1.0713
High 1.0806 1.0910 0.0104 1.0% 1.0806
Low 1.0645 1.0880 0.0235 2.2% 1.0645
Close 1.0806 1.0910 0.0104 1.0% 1.0806
Range 0.0161 0.0030 -0.0131 -81.4% 0.0161
ATR 0.0073 0.0075 0.0002 3.0% 0.0000
Volume 3 16 13 433.3% 65
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0990 1.0980 1.0927
R3 1.0960 1.0950 1.0918
R2 1.0930 1.0930 1.0916
R1 1.0920 1.0920 1.0913 1.0925
PP 1.0900 1.0900 1.0900 1.0903
S1 1.0890 1.0890 1.0907 1.0895
S2 1.0870 1.0870 1.0905
S3 1.0840 1.0860 1.0902
S4 1.0810 1.0830 1.0894
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1235 1.1182 1.0895
R3 1.1074 1.1021 1.0850
R2 1.0913 1.0913 1.0836
R1 1.0860 1.0860 1.0821 1.0887
PP 1.0752 1.0752 1.0752 1.0766
S1 1.0699 1.0699 1.0791 1.0726
S2 1.0591 1.0591 1.0776
S3 1.0430 1.0538 1.0762
S4 1.0269 1.0377 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0910 1.0645 0.0265 2.4% 0.0053 0.5% 100% True False 16
10 1.0910 1.0645 0.0265 2.4% 0.0042 0.4% 100% True False 8
20 1.0910 1.0645 0.0265 2.4% 0.0043 0.4% 100% True False 64
40 1.0910 1.0251 0.0659 6.0% 0.0052 0.5% 100% True False 73
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1038
2.618 1.0989
1.618 1.0959
1.000 1.0940
0.618 1.0929
HIGH 1.0910
0.618 1.0899
0.500 1.0895
0.382 1.0891
LOW 1.0880
0.618 1.0861
1.000 1.0850
1.618 1.0831
2.618 1.0801
4.250 1.0753
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 1.0905 1.0866
PP 1.0900 1.0822
S1 1.0895 1.0778

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

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