CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 07-Feb-2023
Day Change Summary
Previous Current
06-Feb-2023 07-Feb-2023 Change Change % Previous Week
Open 1.0917 1.0868 -0.0049 -0.4% 1.1024
High 1.0917 1.0902 -0.0015 -0.1% 1.1135
Low 1.0855 1.0808 -0.0047 -0.4% 1.0929
Close 1.0859 1.0853 -0.0007 -0.1% 1.0939
Range 0.0062 0.0094 0.0032 51.6% 0.0206
ATR 0.0069 0.0071 0.0002 2.6% 0.0000
Volume 30 170 140 466.7% 172
Daily Pivots for day following 07-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1136 1.1088 1.0904
R3 1.1042 1.0994 1.0878
R2 1.0948 1.0948 1.0870
R1 1.0900 1.0900 1.0861 1.0877
PP 1.0854 1.0854 1.0854 1.0843
S1 1.0806 1.0806 1.0844 1.0783
S2 1.0760 1.0760 1.0835
S3 1.0666 1.0712 1.0827
S4 1.0572 1.0618 1.0801
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 1.0808 0.0327 3.0% 0.0079 0.7% 14% False True 71
10 1.1135 1.0808 0.0327 3.0% 0.0062 0.6% 14% False True 52
20 1.1135 1.0808 0.0327 3.0% 0.0050 0.5% 14% False True 102
40 1.1135 1.0645 0.0490 4.5% 0.0047 0.4% 42% False False 83
60 1.1135 1.0251 0.0884 8.1% 0.0051 0.5% 68% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1302
2.618 1.1148
1.618 1.1054
1.000 1.0996
0.618 1.0960
HIGH 1.0902
0.618 1.0866
0.500 1.0855
0.382 1.0844
LOW 1.0808
0.618 1.0750
1.000 1.0714
1.618 1.0656
2.618 1.0562
4.250 1.0409
Fisher Pivots for day following 07-Feb-2023
Pivot 1 day 3 day
R1 1.0855 1.0939
PP 1.0854 1.0910
S1 1.0853 1.0881

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

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