CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 19-Jan-2023
Day Change Summary
Previous Current
18-Jan-2023 19-Jan-2023 Change Change % Previous Week
Open 1.0997 1.0939 -0.0058 -0.5% 1.0880
High 1.1016 1.0980 -0.0036 -0.3% 1.1019
Low 1.0948 1.0939 -0.0009 -0.1% 1.0880
Close 1.0948 1.0980 0.0032 0.3% 1.0983
Range 0.0068 0.0041 -0.0027 -39.7% 0.0139
ATR 0.0068 0.0066 -0.0002 -2.9% 0.0000
Volume 4 2 -2 -50.0% 1,387
Daily Pivots for day following 19-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1089 1.1075 1.1002
R3 1.1048 1.1034 1.0991
R2 1.1007 1.1007 1.0987
R1 1.0993 1.0993 1.0983 1.1000
PP 1.0966 1.0966 1.0966 1.0970
S1 1.0952 1.0952 1.0976 1.0959
S2 1.0925 1.0925 1.0972
S3 1.0884 1.0911 1.0968
S4 1.0843 1.0870 1.0957
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% 0.0058 0.5% 65% False False 287
10 1.1019 1.0645 0.0374 3.4% 0.0051 0.5% 89% False False 151
20 1.1019 1.0645 0.0374 3.4% 0.0037 0.3% 89% False False 127
40 1.1019 1.0451 0.0569 5.2% 0.0045 0.4% 93% False False 104
60 1.1019 0.9982 0.1038 9.4% 0.0048 0.4% 96% False 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 True
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1154
2.618 1.1087
1.618 1.1046
1.000 1.1021
0.618 1.1005
HIGH 1.0980
0.618 1.0964
0.500 1.0960
0.382 1.0955
LOW 1.0939
0.618 1.0914
1.000 1.0898
1.618 1.0873
2.618 1.0832
4.250 1.0765
Fisher Pivots for day following 19-Jan-2023
Pivot 1 day 3 day
R1 1.0973 1.0979
PP 1.0966 1.0978
S1 1.0960 1.0978

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

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