CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 1.0993 1.0904 -0.0090 -0.8% 1.0872
High 1.1020 1.1011 -0.0009 -0.1% 1.1023
Low 1.0933 1.0887 -0.0046 -0.4% 1.0845
Close 1.0951 1.0992 0.0041 0.4% 1.0951
Range 0.0087 0.0124 0.0037 42.5% 0.0178
ATR 0.0081 0.0084 0.0003 3.8% 0.0000
Volume 366 1,388 1,022 279.2% 1,666
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1335 1.1287 1.1060
R3 1.1211 1.1163 1.1026
R2 1.1087 1.1087 1.1014
R1 1.1039 1.1039 1.1003 1.1063
PP 1.0963 1.0963 1.0963 1.0975
S1 1.0915 1.0915 1.0980 1.0939
S2 1.0839 1.0839 1.0969
S3 1.0715 1.0791 1.0957
S4 1.0591 1.0667 1.0923
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1474 1.1390 1.1048
R3 1.1296 1.1212 1.0999
R2 1.1118 1.1118 1.0983
R1 1.1034 1.1034 1.0967 1.1076
PP 1.0940 1.0940 1.0940 1.0960
S1 1.0856 1.0856 1.0934 1.0898
S2 1.0762 1.0762 1.0918
S3 1.0584 1.0678 1.0902
S4 1.0406 1.0500 1.0853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1023 1.0887 0.0136 1.2% 0.0077 0.7% 77% False True 494
10 1.1025 1.0810 0.0215 2.0% 0.0085 0.8% 85% False False 934
20 1.1025 1.0624 0.0401 3.6% 0.0089 0.8% 92% False False 1,587
40 1.1025 1.0624 0.0401 3.6% 0.0072 0.7% 92% False False 849
60 1.1135 1.0624 0.0511 4.6% 0.0065 0.6% 72% False False 597
80 1.1135 1.0624 0.0511 4.6% 0.0058 0.5% 72% False False 468
100 1.1135 1.0231 0.0904 8.2% 0.0058 0.5% 84% False False 390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1538
2.618 1.1336
1.618 1.1212
1.000 1.1135
0.618 1.1088
HIGH 1.1011
0.618 1.0964
0.500 1.0949
0.382 1.0934
LOW 1.0887
0.618 1.0810
1.000 1.0763
1.618 1.0686
2.618 1.0562
4.250 1.0360
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 1.0977 1.0979
PP 1.0963 1.0967
S1 1.0949 1.0955

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

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