CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 1.0914 1.0922 0.0008 0.1% 1.0713
High 1.0924 1.1004 0.0081 0.7% 1.0806
Low 1.0914 1.0907 -0.0007 -0.1% 1.0645
Close 1.0924 1.1004 0.0081 0.7% 1.0806
Range 0.0010 0.0097 0.0088 921.1% 0.0161
ATR 0.0068 0.0070 0.0002 3.1% 0.0000
Volume 54 216 162 300.0% 65
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1263 1.1230 1.1057
R3 1.1166 1.1133 1.1031
R2 1.1069 1.1069 1.1022
R1 1.1036 1.1036 1.1013 1.1053
PP 1.0972 1.0972 1.0972 1.0980
S1 1.0939 1.0939 1.0995 1.0956
S2 1.0875 1.0875 1.0986
S3 1.0778 1.0842 1.0977
S4 1.0681 1.0745 1.0951
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 1.1004 1.0645 0.0359 3.3% 0.0060 0.5% 100% True False 58
10 1.1004 1.0645 0.0359 3.3% 0.0049 0.4% 100% True False 35
20 1.1004 1.0645 0.0359 3.3% 0.0040 0.4% 100% True False 70
40 1.1004 1.0451 0.0554 5.0% 0.0045 0.4% 100% True False 78
60 1.1004 0.9946 0.1059 9.6% 0.0049 0.4% 100% True False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1416
2.618 1.1258
1.618 1.1161
1.000 1.1101
0.618 1.1064
HIGH 1.1004
0.618 1.0967
0.500 1.0956
0.382 1.0944
LOW 1.0907
0.618 1.0847
1.000 1.0810
1.618 1.0750
2.618 1.0653
4.250 1.0495
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 1.0988 1.0986
PP 1.0972 1.0968
S1 1.0956 1.0951

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

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