CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 1.1042 1.1037 -0.0006 0.0% 1.1020
High 1.1135 1.1041 -0.0094 -0.8% 1.1061
Low 1.1042 1.1037 -0.0006 0.0% 1.0978
Close 1.1112 1.1041 -0.0072 -0.6% 1.1009
Range 0.0093 0.0004 -0.0089 -95.7% 0.0083
ATR 0.0061 0.0062 0.0001 1.6% 0.0000
Volume 122 29 -93 -76.2% 176
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1051 1.1050 1.1043
R3 1.1047 1.1046 1.1042
R2 1.1043 1.1043 1.1041
R1 1.1042 1.1042 1.1041 1.1043
PP 1.1039 1.1039 1.1039 1.1040
S1 1.1038 1.1038 1.1040 1.1039
S2 1.1035 1.1035 1.1040
S3 1.1031 1.1034 1.1039
S4 1.1027 1.1030 1.1038
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% 0.0046 0.4% 40% False False 34
10 1.1135 1.0952 0.0183 1.7% 0.0040 0.4% 49% False False 34
20 1.1135 1.0645 0.0490 4.4% 0.0045 0.4% 81% False False 93
40 1.1135 1.0645 0.0490 4.4% 0.0040 0.4% 81% False False 93
60 1.1135 1.0204 0.0931 8.4% 0.0047 0.4% 90% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1058
2.618 1.1051
1.618 1.1047
1.000 1.1045
0.618 1.1043
HIGH 1.1041
0.618 1.1039
0.500 1.1039
0.382 1.1038
LOW 1.1037
0.618 1.1034
1.000 1.1033
1.618 1.1030
2.618 1.1026
4.250 1.1020
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 1.1040 1.1064
PP 1.1039 1.1056
S1 1.1039 1.1048

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

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