CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 1.0884 1.0850 -0.0034 -0.3% 1.0960
High 1.0929 1.0897 -0.0032 -0.3% 1.0970
Low 1.0844 1.0846 0.0002 0.0% 1.0844
Close 1.0851 1.0896 0.0045 0.4% 1.0851
Range 0.0085 0.0051 -0.0034 -40.2% 0.0126
ATR 0.0062 0.0062 -0.0001 -1.4% 0.0000
Volume 6 47 41 683.3% 526
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1031 1.1014 1.0924
R3 1.0981 1.0964 1.0910
R2 1.0930 1.0930 1.0905
R1 1.0913 1.0913 1.0901 1.0922
PP 1.0880 1.0880 1.0880 1.0884
S1 1.0863 1.0863 1.0891 1.0871
S2 1.0829 1.0829 1.0887
S3 1.0779 1.0812 1.0882
S4 1.0728 1.0762 1.0868
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% 0.0059 0.5% 41% False False 113
10 1.1199 1.0844 0.0355 3.3% 0.0068 0.6% 15% False False 66
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1111
2.618 1.1029
1.618 1.0978
1.000 1.0947
0.618 1.0928
HIGH 1.0897
0.618 1.0877
0.500 1.0871
0.382 1.0865
LOW 1.0846
0.618 1.0815
1.000 1.0796
1.618 1.0764
2.618 1.0714
4.250 1.0631
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 1.0888 1.0907
PP 1.0880 1.0903
S1 1.0871 1.0900

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

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