CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 1.1052 1.0996 -0.0056 -0.5% 1.1020
High 1.1052 1.1038 -0.0014 -0.1% 1.1061
Low 1.1000 1.0978 -0.0022 -0.2% 1.0978
Close 1.1030 1.1009 -0.0021 -0.2% 1.1009
Range 0.0052 0.0060 0.0009 16.5% 0.0083
ATR 0.0058 0.0058 0.0000 0.2% 0.0000
Volume 9 6 -3 -33.3% 176
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1188 1.1159 1.1042
R3 1.1128 1.1099 1.1026
R2 1.1068 1.1068 1.1020
R1 1.1039 1.1039 1.1015 1.1054
PP 1.1008 1.1008 1.1008 1.1016
S1 1.0979 1.0979 1.1004 1.0994
S2 1.0948 1.0948 1.0998
S3 1.0888 1.0919 1.0993
S4 1.0828 1.0859 1.0976
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1263 1.1219 1.1054
R3 1.1181 1.1136 1.1032
R2 1.1098 1.1098 1.1024
R1 1.1054 1.1054 1.1017 1.1035
PP 1.1016 1.1016 1.1016 1.1006
S1 1.0971 1.0971 1.1001 1.0952
S2 1.0933 1.0933 1.0994
S3 1.0851 1.0889 1.0986
S4 1.0768 1.0806 1.0964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0978 0.0083 0.7% 0.0036 0.3% 38% False True 35
10 1.1061 1.0936 0.0125 1.1% 0.0042 0.4% 59% False False 140
20 1.1061 1.0645 0.0416 3.8% 0.0046 0.4% 88% False False 87
40 1.1061 1.0608 0.0453 4.1% 0.0044 0.4% 89% False False 102
60 1.1061 0.9982 0.1079 9.8% 0.0048 0.4% 95% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1293
2.618 1.1195
1.618 1.1135
1.000 1.1098
0.618 1.1075
HIGH 1.1038
0.618 1.1015
0.500 1.1008
0.382 1.1001
LOW 1.0978
0.618 1.0941
1.000 1.0918
1.618 1.0881
2.618 1.0821
4.250 1.0723
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 1.1009 1.1019
PP 1.1008 1.1016
S1 1.1008 1.1012

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

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