CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 1.0761 1.0799 0.0038 0.3% 1.0714
High 1.0792 1.0805 0.0013 0.1% 1.0798
Low 1.0743 1.0667 -0.0076 -0.7% 1.0692
Close 1.0787 1.0667 -0.0120 -1.1% 1.0748
Range 0.0050 0.0139 0.0089 179.8% 0.0107
ATR 0.0065 0.0070 0.0005 8.1% 0.0000
Volume 388 692 304 78.4% 1,245
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1036 1.0743
R3 1.0990 1.0898 1.0705
R2 1.0851 1.0851 1.0692
R1 1.0759 1.0759 1.0680 1.0736
PP 1.0713 1.0713 1.0713 1.0701
S1 1.0621 1.0621 1.0654 1.0598
S2 1.0574 1.0574 1.0642
S3 1.0436 1.0482 1.0629
S4 1.0297 1.0344 1.0591
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1065 1.1013 1.0806
R3 1.0959 1.0906 1.0777
R2 1.0852 1.0852 1.0767
R1 1.0800 1.0800 1.0757 1.0826
PP 1.0746 1.0746 1.0746 1.0759
S1 1.0693 1.0693 1.0738 1.0720
S2 1.0639 1.0639 1.0728
S3 1.0533 1.0587 1.0718
S4 1.0426 1.0480 1.0689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0805 1.0667 0.0139 1.3% 0.0074 0.7% 0% True True 354
10 1.0805 1.0659 0.0146 1.4% 0.0062 0.6% 5% True False 242
20 1.0918 1.0659 0.0259 2.4% 0.0058 0.5% 3% False False 144
40 1.1135 1.0659 0.0476 4.5% 0.0052 0.5% 2% False False 119
60 1.1135 1.0645 0.0490 4.6% 0.0049 0.5% 4% False False 101
80 1.1135 1.0231 0.0904 8.5% 0.0052 0.5% 48% False False 99
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 0.0010
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1394
2.618 1.1168
1.618 1.1029
1.000 1.0944
0.618 1.0891
HIGH 1.0805
0.618 1.0752
0.500 1.0736
0.382 1.0719
LOW 1.0667
0.618 1.0581
1.000 1.0528
1.618 1.0442
2.618 1.0304
4.250 1.0078
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 1.0736 1.0736
PP 1.0713 1.0713
S1 1.0690 1.0690

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

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