CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 10-Feb-2023
Day Change Summary
Previous Current
09-Feb-2023 10-Feb-2023 Change Change % Previous Week
Open 1.0964 1.0884 -0.0080 -0.7% 1.0960
High 1.0970 1.0929 -0.0042 -0.4% 1.0970
Low 1.0911 1.0844 -0.0067 -0.6% 1.0844
Close 1.0920 1.0851 -0.0069 -0.6% 1.0851
Range 0.0060 0.0085 0.0025 42.0% 0.0126
ATR 0.0061 0.0062 0.0002 2.8% 0.0000
Volume 236 6 -230 -97.5% 526
Daily Pivots for day following 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1074 1.0897
R3 1.1044 1.0990 1.0874
R2 1.0959 1.0959 1.0866
R1 1.0905 1.0905 1.0859 1.0890
PP 1.0875 1.0875 1.0875 1.0867
S1 1.0821 1.0821 1.0843 1.0805
S2 1.0790 1.0790 1.0836
S3 1.0706 1.0736 1.0828
S4 1.0621 1.0652 1.0805
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1266 1.1185 1.0920
R3 1.1140 1.1059 1.0886
R2 1.1014 1.1014 1.0874
R1 1.0933 1.0933 1.0863 1.0911
PP 1.0888 1.0888 1.0888 1.0877
S1 1.0807 1.0807 1.0839 1.0785
S2 1.0762 1.0762 1.0828
S3 1.0636 1.0681 1.0816
S4 1.0510 1.0555 1.0782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0844 0.0126 1.2% 0.0061 0.6% 6% False True 105
10 1.1199 1.0844 0.0355 3.3% 0.0063 0.6% 2% False True 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1288
2.618 1.1150
1.618 1.1065
1.000 1.1013
0.618 1.0981
HIGH 1.0929
0.618 1.0896
0.500 1.0886
0.382 1.0876
LOW 1.0844
0.618 1.0792
1.000 1.0760
1.618 1.0707
2.618 1.0623
4.250 1.0485
Fisher Pivots for day following 10-Feb-2023
Pivot 1 day 3 day
R1 1.0886 1.0907
PP 1.0875 1.0888
S1 1.0863 1.0870

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

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