CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 18-Jan-2023
Day Change Summary
Previous Current
17-Jan-2023 18-Jan-2023 Change Change % Previous Week
Open 1.0949 1.0997 0.0048 0.4% 1.0880
High 1.0949 1.1016 0.0068 0.6% 1.1019
Low 1.0949 1.0948 -0.0001 0.0% 1.0880
Close 1.0949 1.0948 -0.0001 0.0% 1.0983
Range 0.0000 0.0068 0.0068 0.0139
ATR 0.0068 0.0068 0.0000 0.0% 0.0000
Volume 116 4 -112 -96.6% 1,387
Daily Pivots for day following 18-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1175 1.1129 1.0985
R3 1.1107 1.1061 1.0967
R2 1.1039 1.1039 1.0960
R1 1.0993 1.0993 1.0954 1.0982
PP 1.0971 1.0971 1.0971 1.0965
S1 1.0925 1.0925 1.0942 1.0914
S2 1.0903 1.0903 1.0936
S3 1.0835 1.0857 1.0929
S4 1.0767 1.0789 1.0911
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 1.0907 0.0112 1.0% 0.0052 0.5% 37% False False 298
10 1.1019 1.0645 0.0374 3.4% 0.0048 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% 0.0046 0.4% 88% False False 104
60 1.1019 0.9946 0.1074 9.8% 0.0050 0.5% 93% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1305
2.618 1.1194
1.618 1.1126
1.000 1.1084
0.618 1.1058
HIGH 1.1016
0.618 1.0990
0.500 1.0982
0.382 1.0974
LOW 1.0948
0.618 1.0906
1.000 1.0880
1.618 1.0838
2.618 1.0770
4.250 1.0659
Fisher Pivots for day following 18-Jan-2023
Pivot 1 day 3 day
R1 1.0982 1.0977
PP 1.0971 1.0968
S1 1.0959 1.0958

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

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