CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 1.0996 1.1024 0.0028 0.3% 1.1020
High 1.1038 1.1044 0.0006 0.1% 1.1061
Low 1.0978 1.0978 0.0000 0.0% 1.0978
Close 1.1009 1.0984 -0.0025 -0.2% 1.1009
Range 0.0060 0.0066 0.0006 10.0% 0.0083
ATR 0.0058 0.0059 0.0001 0.9% 0.0000
Volume 6 12 6 100.0% 176
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1200 1.1158 1.1020
R3 1.1134 1.1092 1.1002
R2 1.1068 1.1068 1.0996
R1 1.1026 1.1026 1.0990 1.1014
PP 1.1002 1.1002 1.1002 1.0996
S1 1.0960 1.0960 1.0978 1.0948
S2 1.0936 1.0936 1.0972
S3 1.0870 1.0894 1.0966
S4 1.0804 1.0828 1.0948
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 0.8% 0.0046 0.4% 7% False True 37
10 1.1061 1.0939 0.0122 1.1% 0.0041 0.4% 37% False False 31
20 1.1061 1.0645 0.0416 3.8% 0.0046 0.4% 82% False False 88
40 1.1061 1.0630 0.0431 3.9% 0.0045 0.4% 82% False False 102
60 1.1061 0.9982 0.1079 9.8% 0.0047 0.4% 93% 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 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1325
2.618 1.1217
1.618 1.1151
1.000 1.1110
0.618 1.1085
HIGH 1.1044
0.618 1.1019
0.500 1.1011
0.382 1.1003
LOW 1.0978
0.618 1.0937
1.000 1.0912
1.618 1.0871
2.618 1.0805
4.250 1.0698
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 1.1011 1.1015
PP 1.1002 1.1005
S1 1.0993 1.0994

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

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