CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 20-Jan-2023
Day Change Summary
Previous Current
19-Jan-2023 20-Jan-2023 Change Change % Previous Week
Open 1.0939 1.0978 0.0039 0.4% 1.0949
High 1.0980 1.1003 0.0023 0.2% 1.1016
Low 1.0939 1.0952 0.0013 0.1% 1.0939
Close 1.0980 1.1001 0.0022 0.2% 1.1001
Range 0.0041 0.0052 0.0011 25.6% 0.0077
ATR 0.0066 0.0065 -0.0001 -1.6% 0.0000
Volume 2 6 4 200.0% 128
Daily Pivots for day following 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1140 1.1122 1.1029
R3 1.1088 1.1070 1.1015
R2 1.1037 1.1037 1.1010
R1 1.1019 1.1019 1.1006 1.1028
PP 1.0985 1.0985 1.0985 1.0990
S1 1.0967 1.0967 1.0996 1.0976
S2 1.0934 1.0934 1.0992
S3 1.0882 1.0916 1.0987
S4 1.0831 1.0864 1.0973
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1216 1.1186 1.1043
R3 1.1139 1.1109 1.1022
R2 1.1062 1.1062 1.1015
R1 1.1032 1.1032 1.1008 1.1047
PP 1.0985 1.0985 1.0985 1.0993
S1 1.0955 1.0955 1.0994 1.0970
S2 1.0908 1.0908 1.0987
S3 1.0831 1.0878 1.0980
S4 1.0754 1.0801 1.0959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1019 1.0936 0.0084 0.8% 0.0049 0.4% 78% False False 245
10 1.1019 1.0645 0.0374 3.4% 0.0054 0.5% 95% False False 151
20 1.1019 1.0645 0.0374 3.4% 0.0039 0.4% 95% False False 128
40 1.1019 1.0519 0.0500 4.5% 0.0046 0.4% 96% False False 102
60 1.1019 0.9982 0.1038 9.4% 0.0049 0.4% 98% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1222
2.618 1.1138
1.618 1.1086
1.000 1.1055
0.618 1.1035
HIGH 1.1003
0.618 1.0983
0.500 1.0977
0.382 1.0971
LOW 1.0952
0.618 1.0920
1.000 1.0900
1.618 1.0868
2.618 1.0817
4.250 1.0733
Fisher Pivots for day following 20-Jan-2023
Pivot 1 day 3 day
R1 1.0993 1.0993
PP 1.0985 1.0985
S1 1.0977 1.0978

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

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