CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 1.0989 1.0960 -0.0029 -0.3% 1.1029
High 1.1113 1.0960 -0.0153 -1.4% 1.1199
Low 1.0979 1.0900 -0.0079 -0.7% 1.0979
Close 1.0989 1.0910 -0.0079 -0.7% 1.0989
Range 0.0134 0.0060 -0.0074 -55.2% 0.0221
ATR 0.0060 0.0062 0.0002 3.3% 0.0000
Volume 52 7 -45 -86.5% 102
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1103 1.1067 1.0943
R3 1.1043 1.1007 1.0927
R2 1.0983 1.0983 1.0921
R1 1.0947 1.0947 1.0916 1.0935
PP 1.0923 1.0923 1.0923 1.0918
S1 1.0887 1.0887 1.0905 1.0875
S2 1.0863 1.0863 1.0899
S3 1.0803 1.0827 1.0894
S4 1.0743 1.0767 1.0877
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1717 1.1573 1.1110
R3 1.1496 1.1353 1.1049
R2 1.1276 1.1276 1.1029
R1 1.1132 1.1132 1.1009 1.1094
PP 1.1055 1.1055 1.1055 1.1036
S1 1.0912 1.0912 1.0968 1.0873
S2 1.0835 1.0835 1.0948
S3 1.0614 1.0691 1.0928
S4 1.0394 1.0471 1.0867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.0900 0.0299 2.7% 0.0078 0.7% 3% False True 18
10 1.1199 1.0900 0.0299 2.7% 0.0055 0.5% 3% False True 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.1117
1.618 1.1057
1.000 1.1020
0.618 1.0997
HIGH 1.0960
0.618 1.0937
0.500 1.0930
0.382 1.0923
LOW 1.0900
0.618 1.0863
1.000 1.0840
1.618 1.0803
2.618 1.0743
4.250 1.0645
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 1.0930 1.1050
PP 1.0923 1.1003
S1 1.0917 1.0957

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

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