CME Euro FX (E) Future December 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 1.0937 1.0964 0.0027 0.2% 1.1029
High 1.0939 1.0970 0.0032 0.3% 1.1199
Low 1.0903 1.0911 0.0008 0.1% 1.0979
Close 1.0908 1.0920 0.0012 0.1% 1.0989
Range 0.0036 0.0060 0.0024 65.3% 0.0221
ATR 0.0061 0.0061 0.0000 0.2% 0.0000
Volume 269 236 -33 -12.3% 102
Daily Pivots for day following 09-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1112 1.1076 1.0953
R3 1.1053 1.1016 1.0936
R2 1.0993 1.0993 1.0931
R1 1.0957 1.0957 1.0925 1.0945
PP 1.0934 1.0934 1.0934 1.0928
S1 1.0897 1.0897 1.0915 1.0886
S2 1.0874 1.0874 1.0909
S3 1.0815 1.0838 1.0904
S4 1.0755 1.0778 1.0887
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 1.1113 1.0879 0.0234 2.1% 0.0071 0.6% 18% False False 114
10 1.1199 1.0879 0.0321 2.9% 0.0061 0.6% 13% False False 63
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1223
2.618 1.1126
1.618 1.1066
1.000 1.1030
0.618 1.1007
HIGH 1.0970
0.618 1.0947
0.500 1.0940
0.382 1.0933
LOW 1.0911
0.618 1.0874
1.000 1.0851
1.618 1.0814
2.618 1.0755
4.250 1.0658
Fisher Pivots for day following 09-Feb-2023
Pivot 1 day 3 day
R1 1.0940 1.0924
PP 1.0934 1.0923
S1 1.0927 1.0921

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

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