CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 09-Feb-2023
Day Change Summary
Previous Current
08-Feb-2023 09-Feb-2023 Change Change % Previous Week
Open 1.0880 1.0851 -0.0029 -0.3% 1.1024
High 1.0880 1.0918 0.0038 0.3% 1.1135
Low 1.0846 1.0851 0.0005 0.0% 1.0929
Close 1.0857 1.0869 0.0012 0.1% 1.0939
Range 0.0034 0.0067 0.0033 97.1% 0.0206
ATR 0.0068 0.0068 0.0000 -0.1% 0.0000
Volume 31 44 13 41.9% 172
Daily Pivots for day following 09-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1080 1.1041 1.0905
R3 1.1013 1.0974 1.0887
R2 1.0946 1.0946 1.0881
R1 1.0907 1.0907 1.0875 1.0927
PP 1.0879 1.0879 1.0879 1.0889
S1 1.0840 1.0840 1.0862 1.0860
S2 1.0812 1.0812 1.0856
S3 1.0745 1.0773 1.0850
S4 1.0678 1.0706 1.0832
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 1.1069 1.0808 0.0261 2.4% 0.0080 0.7% 23% False False 56
10 1.1135 1.0808 0.0327 3.0% 0.0063 0.6% 19% False False 45
20 1.1135 1.0808 0.0327 3.0% 0.0054 0.5% 19% False False 103
40 1.1135 1.0645 0.0490 4.5% 0.0047 0.4% 46% False False 84
60 1.1135 1.0451 0.0684 6.3% 0.0047 0.4% 61% 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 1.1203
2.618 1.1093
1.618 1.1026
1.000 1.0985
0.618 1.0959
HIGH 1.0918
0.618 1.0892
0.500 1.0885
0.382 1.0877
LOW 1.0851
0.618 1.0810
1.000 1.0784
1.618 1.0743
2.618 1.0676
4.250 1.0566
Fisher Pivots for day following 09-Feb-2023
Pivot 1 day 3 day
R1 1.0885 1.0867
PP 1.0879 1.0865
S1 1.0874 1.0863

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

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