CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 1.0922 1.1011 0.0090 0.8% 1.0880
High 1.1004 1.1019 0.0015 0.1% 1.1019
Low 1.0907 1.0936 0.0029 0.3% 1.0880
Close 1.1004 1.0983 -0.0021 -0.2% 1.0983
Range 0.0097 0.0084 -0.0014 -13.9% 0.0139
ATR 0.0070 0.0071 0.0001 1.4% 0.0000
Volume 216 1,100 884 409.3% 1,387
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1230 1.1190 1.1029
R3 1.1146 1.1106 1.1006
R2 1.1063 1.1063 1.0998
R1 1.1023 1.1023 1.0991 1.1001
PP 1.0979 1.0979 1.0979 1.0968
S1 1.0939 1.0939 1.0975 1.0918
S2 1.0896 1.0896 1.0968
S3 1.0812 1.0856 1.0960
S4 1.0729 1.0772 1.0937
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1378 1.1319 1.1059
R3 1.1239 1.1180 1.1021
R2 1.1100 1.1100 1.1008
R1 1.1041 1.1041 1.0996 1.1071
PP 1.0961 1.0961 1.0961 1.0975
S1 1.0902 1.0902 1.0970 1.0932
S2 1.0822 1.0822 1.0958
S3 1.0683 1.0763 1.0945
S4 1.0544 1.0624 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1019 1.0880 0.0139 1.3% 0.0045 0.4% 74% True False 277
10 1.1019 1.0645 0.0374 3.4% 0.0051 0.5% 90% True False 145
20 1.1019 1.0645 0.0374 3.4% 0.0041 0.4% 90% True False 123
40 1.1019 1.0451 0.0569 5.2% 0.0045 0.4% 94% True False 105
60 1.1019 0.9946 0.1074 9.8% 0.0050 0.5% 97% True False 80
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 True
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1374
2.618 1.1238
1.618 1.1154
1.000 1.1103
0.618 1.1071
HIGH 1.1019
0.618 1.0987
0.500 1.0977
0.382 1.0967
LOW 1.0936
0.618 1.0884
1.000 1.0852
1.618 1.0800
2.618 1.0717
4.250 1.0581
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 1.0981 1.0976
PP 1.0979 1.0970
S1 1.0977 1.0963

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

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