CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 23-Jan-2023
Day Change Summary
Previous Current
20-Jan-2023 23-Jan-2023 Change Change % Previous Week
Open 1.0978 1.1020 0.0042 0.4% 1.0949
High 1.1003 1.1020 0.0017 0.2% 1.1016
Low 1.0952 1.1004 0.0053 0.5% 1.0939
Close 1.1001 1.1004 0.0003 0.0% 1.1001
Range 0.0052 0.0016 -0.0036 -68.9% 0.0077
ATR 0.0065 0.0062 -0.0003 -5.1% 0.0000
Volume 6 1 -5 -83.3% 128
Daily Pivots for day following 23-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1057 1.1047 1.1013
R3 1.1041 1.1031 1.1008
R2 1.1025 1.1025 1.1007
R1 1.1015 1.1015 1.1005 1.1012
PP 1.1009 1.1009 1.1009 1.1008
S1 1.0999 1.0999 1.1003 1.0996
S2 1.0993 1.0993 1.1001
S3 1.0977 1.0983 1.1000
S4 1.0961 1.0967 1.0995
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 1.1020 1.0939 0.0081 0.7% 0.0035 0.3% 80% True False 25
10 1.1020 1.0880 0.0140 1.3% 0.0040 0.4% 89% True False 151
20 1.1020 1.0645 0.0375 3.4% 0.0039 0.4% 96% True False 127
40 1.1020 1.0540 0.0480 4.4% 0.0046 0.4% 97% True False 102
60 1.1020 0.9982 0.1039 9.4% 0.0047 0.4% 98% True False 80
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.1062
1.618 1.1046
1.000 1.1036
0.618 1.1030
HIGH 1.1020
0.618 1.1014
0.500 1.1012
0.382 1.1010
LOW 1.1004
0.618 1.0994
1.000 1.0988
1.618 1.0978
2.618 1.0962
4.250 1.0936
Fisher Pivots for day following 23-Jan-2023
Pivot 1 day 3 day
R1 1.1012 1.0996
PP 1.1009 1.0988
S1 1.1007 1.0980

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

View Archives - Comment on this page... - Back to Index of Symbols