CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 26-Jan-2023
Day Change Summary
Previous Current
25-Jan-2023 26-Jan-2023 Change Change % Previous Week
Open 1.1059 1.1052 -0.0008 -0.1% 1.0949
High 1.1061 1.1052 -0.0009 -0.1% 1.1016
Low 1.1018 1.1000 -0.0018 -0.2% 1.0939
Close 1.1059 1.1030 -0.0029 -0.3% 1.1001
Range 0.0043 0.0052 0.0009 21.2% 0.0077
ATR 0.0058 0.0058 0.0000 0.0% 0.0000
Volume 142 9 -133 -93.7% 128
Daily Pivots for day following 26-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1182 1.1157 1.1058
R3 1.1130 1.1106 1.1044
R2 1.1079 1.1079 1.1039
R1 1.1054 1.1054 1.1034 1.1041
PP 1.1027 1.1027 1.1027 1.1020
S1 1.1003 1.1003 1.1025 1.0989
S2 1.0976 1.0976 1.1020
S3 1.0924 1.0951 1.1015
S4 1.0873 1.0900 1.1001
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 1.0952 0.0109 1.0% 0.0034 0.3% 72% False False 35
10 1.1061 1.0907 0.0154 1.4% 0.0046 0.4% 80% False False 161
20 1.1061 1.0645 0.0416 3.8% 0.0043 0.4% 93% False False 87
40 1.1061 1.0540 0.0521 4.7% 0.0042 0.4% 94% False False 103
60 1.1061 0.9982 0.1079 9.8% 0.0048 0.4% 97% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1270
2.618 1.1186
1.618 1.1135
1.000 1.1103
0.618 1.1083
HIGH 1.1052
0.618 1.1032
0.500 1.1026
0.382 1.1020
LOW 1.1000
0.618 1.0968
1.000 1.0949
1.618 1.0917
2.618 1.0865
4.250 1.0781
Fisher Pivots for day following 26-Jan-2023
Pivot 1 day 3 day
R1 1.1028 1.1030
PP 1.1027 1.1030
S1 1.1026 1.1030

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

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