CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 1.0900 1.0914 0.0014 0.1% 1.0713
High 1.0900 1.0924 0.0024 0.2% 1.0806
Low 1.0897 1.0914 0.0017 0.2% 1.0645
Close 1.0897 1.0924 0.0027 0.2% 1.0806
Range 0.0003 0.0010 0.0007 216.7% 0.0161
ATR 0.0071 0.0068 -0.0003 -4.5% 0.0000
Volume 1 54 53 5,300.0% 65
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0949 1.0946 1.0929
R3 1.0939 1.0936 1.0926
R2 1.0930 1.0930 1.0925
R1 1.0927 1.0927 1.0924 1.0928
PP 1.0920 1.0920 1.0920 1.0921
S1 1.0917 1.0917 1.0923 1.0919
S2 1.0911 1.0911 1.0922
S3 1.0901 1.0908 1.0921
S4 1.0892 1.0898 1.0918
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 1.0924 1.0645 0.0279 2.5% 0.0043 0.4% 100% True False 15
10 1.0924 1.0645 0.0279 2.5% 0.0040 0.4% 100% True False 13
20 1.0924 1.0645 0.0279 2.5% 0.0040 0.4% 100% True False 65
40 1.0924 1.0451 0.0473 4.3% 0.0043 0.4% 100% True False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0964
2.618 1.0948
1.618 1.0939
1.000 1.0933
0.618 1.0929
HIGH 1.0924
0.618 1.0920
0.500 1.0919
0.382 1.0918
LOW 1.0914
0.618 1.0908
1.000 1.0905
1.618 1.0899
2.618 1.0889
4.250 1.0874
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 1.0922 1.0916
PP 1.0920 1.0909
S1 1.0919 1.0902

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

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