CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 1.1037 1.1020 -0.0017 -0.1% 1.1024
High 1.1041 1.1069 0.0029 0.3% 1.1135
Low 1.1037 1.0929 -0.0108 -1.0% 1.0929
Close 1.1041 1.0939 -0.0102 -0.9% 1.0939
Range 0.0004 0.0141 0.0137 3,412.5% 0.0206
ATR 0.0062 0.0068 0.0006 8.9% 0.0000
Volume 29 6 -23 -79.3% 172
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1400 1.1310 1.1016
R3 1.1260 1.1170 1.0978
R2 1.1119 1.1119 1.0965
R1 1.1029 1.1029 1.0952 1.1004
PP 1.0979 1.0979 1.0979 1.0966
S1 1.0889 1.0889 1.0926 1.0864
S2 1.0838 1.0838 1.0913
S3 1.0698 1.0748 1.0900
S4 1.0557 1.0608 1.0862
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1619 1.1485 1.1052
R3 1.1413 1.1279 1.0996
R2 1.1207 1.1207 1.0977
R1 1.1073 1.1073 1.0958 1.1037
PP 1.1001 1.1001 1.1001 1.0983
S1 1.0867 1.0867 1.0920 1.0831
S2 1.0795 1.0795 1.0901
S3 1.0589 1.0661 1.0882
S4 1.0383 1.0455 1.0826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1135 1.0929 0.0206 1.9% 0.0062 0.6% 5% False True 34
10 1.1135 1.0929 0.0206 1.9% 0.0049 0.4% 5% False True 34
20 1.1135 1.0645 0.0490 4.5% 0.0052 0.5% 60% False False 93
40 1.1135 1.0645 0.0490 4.5% 0.0044 0.4% 60% False False 86
60 1.1135 1.0231 0.0904 8.3% 0.0049 0.4% 78% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1666
2.618 1.1437
1.618 1.1296
1.000 1.1210
0.618 1.1156
HIGH 1.1069
0.618 1.1015
0.500 1.0999
0.382 1.0982
LOW 1.0929
0.618 1.0842
1.000 1.0788
1.618 1.0701
2.618 1.0561
4.250 1.0331
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 1.0999 1.1032
PP 1.0979 1.1001
S1 1.0959 1.0970

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

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