CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 10-Jan-2023
Day Change Summary
Previous Current
09-Jan-2023 10-Jan-2023 Change Change % Previous Week
Open 1.0880 1.0900 0.0020 0.2% 1.0713
High 1.0910 1.0900 -0.0010 -0.1% 1.0806
Low 1.0880 1.0897 0.0017 0.2% 1.0645
Close 1.0910 1.0897 -0.0013 -0.1% 1.0806
Range 0.0030 0.0003 -0.0027 -90.0% 0.0161
ATR 0.0075 0.0071 -0.0004 -5.9% 0.0000
Volume 16 1 -15 -93.8% 65
Daily Pivots for day following 10-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0907 1.0905 1.0899
R3 1.0904 1.0902 1.0898
R2 1.0901 1.0901 1.0898
R1 1.0899 1.0899 1.0897 1.0899
PP 1.0898 1.0898 1.0898 1.0898
S1 1.0896 1.0896 1.0897 1.0896
S2 1.0895 1.0895 1.0896
S3 1.0892 1.0893 1.0896
S4 1.0889 1.0890 1.0895
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% 0.0044 0.4% 95% False False 15
10 1.0910 1.0645 0.0265 2.4% 0.0041 0.4% 95% False False 8
20 1.0910 1.0645 0.0265 2.4% 0.0040 0.4% 95% False False 63
40 1.0910 1.0395 0.0515 4.7% 0.0047 0.4% 97% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0913
2.618 1.0908
1.618 1.0905
1.000 1.0903
0.618 1.0902
HIGH 1.0900
0.618 1.0899
0.500 1.0899
0.382 1.0898
LOW 1.0897
0.618 1.0895
1.000 1.0894
1.618 1.0892
2.618 1.0889
4.250 1.0884
Fisher Pivots for day following 10-Jan-2023
Pivot 1 day 3 day
R1 1.0899 1.0857
PP 1.0898 1.0817
S1 1.0898 1.0778

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

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