CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 25-Jan-2023
Day Change Summary
Previous Current
24-Jan-2023 25-Jan-2023 Change Change % Previous Week
Open 1.1024 1.1059 0.0035 0.3% 1.0949
High 1.1031 1.1061 0.0030 0.3% 1.1016
Low 1.1020 1.1018 -0.0002 0.0% 1.0939
Close 1.1031 1.1059 0.0028 0.3% 1.1001
Range 0.0011 0.0043 0.0032 304.8% 0.0077
ATR 0.0059 0.0058 -0.0001 -2.0% 0.0000
Volume 18 142 124 688.9% 128
Daily Pivots for day following 25-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1173 1.1158 1.1082
R3 1.1131 1.1116 1.1070
R2 1.1088 1.1088 1.1066
R1 1.1073 1.1073 1.1062 1.1060
PP 1.1046 1.1046 1.1046 1.1039
S1 1.1031 1.1031 1.1055 1.1017
S2 1.1003 1.1003 1.1051
S3 1.0961 1.0988 1.1047
S4 1.0918 1.0946 1.1035
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 1.1061 1.0939 0.0122 1.1% 0.0032 0.3% 98% True False 33
10 1.1061 1.0907 0.0154 1.4% 0.0042 0.4% 99% True False 165
20 1.1061 1.0645 0.0416 3.8% 0.0041 0.4% 100% True False 87
40 1.1061 1.0540 0.0521 4.7% 0.0043 0.4% 100% True False 103
60 1.1061 0.9982 0.1079 9.8% 0.0048 0.4% 100% True False 82
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1241
2.618 1.1172
1.618 1.1129
1.000 1.1103
0.618 1.1087
HIGH 1.1061
0.618 1.1044
0.500 1.1039
0.382 1.1034
LOW 1.1018
0.618 1.0992
1.000 1.0976
1.618 1.0949
2.618 1.0907
4.250 1.0837
Fisher Pivots for day following 25-Jan-2023
Pivot 1 day 3 day
R1 1.1052 1.1050
PP 1.1046 1.1041
S1 1.1039 1.1032

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

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