CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 1.0994 1.1042 0.0048 0.4% 1.1020
High 1.0999 1.1135 0.0136 1.2% 1.1061
Low 1.0994 1.1042 0.0048 0.4% 1.0978
Close 1.0999 1.1112 0.0113 1.0% 1.1009
Range 0.0005 0.0093 0.0088 1,750.0% 0.0083
ATR 0.0056 0.0061 0.0006 10.2% 0.0000
Volume 3 122 119 3,966.7% 176
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1374 1.1335 1.1163
R3 1.1281 1.1243 1.1137
R2 1.1189 1.1189 1.1129
R1 1.1150 1.1150 1.1120 1.1170
PP 1.1096 1.1096 1.1096 1.1106
S1 1.1058 1.1058 1.1104 1.1077
S2 1.1004 1.1004 1.1095
S3 1.0911 1.0965 1.1087
S4 1.0819 1.0873 1.1061
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 1.1135 1.0978 0.0157 1.4% 0.0055 0.5% 86% True False 30
10 1.1135 1.0939 0.0196 1.8% 0.0044 0.4% 88% True False 32
20 1.1135 1.0645 0.0490 4.4% 0.0046 0.4% 95% True False 94
40 1.1135 1.0645 0.0490 4.4% 0.0042 0.4% 95% True False 103
60 1.1135 1.0178 0.0957 8.6% 0.0048 0.4% 98% True False 84
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 0.0007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1528
2.618 1.1377
1.618 1.1284
1.000 1.1227
0.618 1.1192
HIGH 1.1135
0.618 1.1099
0.500 1.1088
0.382 1.1077
LOW 1.1042
0.618 1.0985
1.000 1.0950
1.618 1.0892
2.618 1.0800
4.250 1.0649
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 1.1104 1.1093
PP 1.1096 1.1075
S1 1.1088 1.1056

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

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