CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 1.1011 1.0949 -0.0063 -0.6% 1.0880
High 1.1019 1.0949 -0.0071 -0.6% 1.1019
Low 1.0936 1.0949 0.0013 0.1% 1.0880
Close 1.0983 1.0949 -0.0035 -0.3% 1.0983
Range 0.0084 0.0000 -0.0084 -100.0% 0.0139
ATR 0.0071 0.0068 -0.0003 -3.7% 0.0000
Volume 1,100 116 -984 -89.5% 1,387
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.0949 1.0949 1.0949
R3 1.0949 1.0949 1.0949
R2 1.0949 1.0949 1.0949
R1 1.0949 1.0949 1.0949 1.0949
PP 1.0949 1.0949 1.0949 1.0949
S1 1.0949 1.0949 1.0949 1.0949
S2 1.0949 1.0949 1.0949
S3 1.0949 1.0949 1.0949
S4 1.0949 1.0949 1.0949
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 1.0897 0.0122 1.1% 0.0039 0.4% 42% False False 297
10 1.1019 1.0645 0.0374 3.4% 0.0046 0.4% 81% False False 156
20 1.1019 1.0645 0.0374 3.4% 0.0035 0.3% 81% False False 128
40 1.1019 1.0451 0.0569 5.2% 0.0045 0.4% 88% False False 107
60 1.1019 0.9946 0.1074 9.8% 0.0049 0.5% 93% False False 82
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 0.0010
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0949
2.618 1.0949
1.618 1.0949
1.000 1.0949
0.618 1.0949
HIGH 1.0949
0.618 1.0949
0.500 1.0949
0.382 1.0949
LOW 1.0949
0.618 1.0949
1.000 1.0949
1.618 1.0949
2.618 1.0949
4.250 1.0949
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 1.0949 1.0963
PP 1.0949 1.0958
S1 1.0949 1.0953

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

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