CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 1.1029 1.1018 -0.0011 -0.1% 1.1050
High 1.1029 1.1044 0.0016 0.1% 1.1104
Low 1.1029 1.1018 -0.0011 -0.1% 1.1024
Close 1.1029 1.1044 0.0016 0.1% 1.1053
Range 0.0000 0.0027 0.0027 0.0081
ATR
Volume 15 4 -11 -73.3% 151
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1115 1.1106 1.1059
R3 1.1088 1.1079 1.1051
R2 1.1062 1.1062 1.1049
R1 1.1053 1.1053 1.1046 1.1057
PP 1.1035 1.1035 1.1035 1.1037
S1 1.1026 1.1026 1.1042 1.1031
S2 1.1009 1.1009 1.1039
S3 1.0982 1.1000 1.1037
S4 1.0956 1.0973 1.1029
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1302 1.1258 1.1097
R3 1.1221 1.1177 1.1075
R2 1.1141 1.1141 1.1068
R1 1.1097 1.1097 1.1060 1.1119
PP 1.1060 1.1060 1.1060 1.1071
S1 1.1016 1.1016 1.1046 1.1038
S2 1.0980 1.0980 1.1038
S3 1.0899 1.0936 1.1031
S4 1.0819 1.0855 1.1009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1104 1.1018 0.0087 0.8% 0.0032 0.3% 31% False True 9
10 1.1104 1.0990 0.0114 1.0% 0.0039 0.4% 47% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1157
2.618 1.1113
1.618 1.1087
1.000 1.1071
0.618 1.1060
HIGH 1.1044
0.618 1.1034
0.500 1.1031
0.382 1.1028
LOW 1.1018
0.618 1.1001
1.000 1.0991
1.618 1.0975
2.618 1.0948
4.250 1.0905
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 1.1040 1.1050
PP 1.1035 1.1048
S1 1.1031 1.1046

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

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