CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 1.1024 1.0994 -0.0030 -0.3% 1.1020
High 1.1044 1.0999 -0.0045 -0.4% 1.1061
Low 1.0978 1.0994 0.0016 0.1% 1.0978
Close 1.0984 1.0999 0.0015 0.1% 1.1009
Range 0.0066 0.0005 -0.0061 -92.4% 0.0083
ATR 0.0059 0.0056 -0.0003 -5.3% 0.0000
Volume 12 3 -9 -75.0% 176
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1012 1.1011 1.1002
R3 1.1007 1.1006 1.1000
R2 1.1002 1.1002 1.1000
R1 1.1001 1.1001 1.0999 1.1002
PP 1.0997 1.0997 1.0997 1.0998
S1 1.0996 1.0996 1.0999 1.0997
S2 1.0992 1.0992 1.0998
S3 1.0987 1.0991 1.0998
S4 1.0982 1.0986 1.0996
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% 0.0045 0.4% 25% False False 34
10 1.1061 1.0939 0.0122 1.1% 0.0041 0.4% 49% False False 20
20 1.1061 1.0645 0.0416 3.8% 0.0044 0.4% 85% False False 88
40 1.1061 1.0645 0.0416 3.8% 0.0042 0.4% 85% False False 102
60 1.1061 0.9982 0.1079 9.8% 0.0046 0.4% 94% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1020
2.618 1.1012
1.618 1.1007
1.000 1.1004
0.618 1.1002
HIGH 1.0999
0.618 1.0997
0.500 1.0997
0.382 1.0996
LOW 1.0994
0.618 1.0991
1.000 1.0989
1.618 1.0986
2.618 1.0981
4.250 1.0973
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 1.0998 1.1011
PP 1.0997 1.1007
S1 1.0997 1.1003

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

View Archives - Comment on this page... - Back to Index of Symbols