CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 1.1020 1.1024 0.0004 0.0% 1.0949
High 1.1020 1.1031 0.0011 0.1% 1.1016
Low 1.1004 1.1020 0.0016 0.1% 1.0939
Close 1.1004 1.1031 0.0027 0.2% 1.1001
Range 0.0016 0.0011 -0.0006 -34.4% 0.0077
ATR 0.0062 0.0059 -0.0003 -4.1% 0.0000
Volume 1 18 17 1,700.0% 128
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1059 1.1055 1.1036
R3 1.1048 1.1045 1.1033
R2 1.1038 1.1038 1.1032
R1 1.1034 1.1034 1.1031 1.1036
PP 1.1027 1.1027 1.1027 1.1028
S1 1.1024 1.1024 1.1030 1.1025
S2 1.1017 1.1017 1.1029
S3 1.1006 1.1013 1.1028
S4 1.0996 1.1003 1.1025
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 1.1031 1.0939 0.0092 0.8% 0.0037 0.3% 100% True False 6
10 1.1031 1.0897 0.0134 1.2% 0.0038 0.3% 100% True False 151
20 1.1031 1.0645 0.0386 3.5% 0.0040 0.4% 100% True False 80
40 1.1031 1.0540 0.0491 4.4% 0.0044 0.4% 100% True False 101
60 1.1031 0.9982 0.1049 9.5% 0.0047 0.4% 100% True False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1075
2.618 1.1058
1.618 1.1047
1.000 1.1041
0.618 1.1037
HIGH 1.1031
0.618 1.1026
0.500 1.1025
0.382 1.1024
LOW 1.1020
0.618 1.1014
1.000 1.1010
1.618 1.1003
2.618 1.0993
4.250 1.0975
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 1.1029 1.1017
PP 1.1027 1.1004
S1 1.1025 1.0991

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

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