CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 14-Feb-2023
Day Change Summary
Previous Current
13-Feb-2023 14-Feb-2023 Change Change % Previous Week
Open 1.0850 1.0909 0.0059 0.5% 1.0960
High 1.0897 1.0968 0.0072 0.7% 1.0970
Low 1.0846 1.0886 0.0040 0.4% 1.0844
Close 1.0896 1.0920 0.0024 0.2% 1.0851
Range 0.0051 0.0082 0.0032 62.4% 0.0126
ATR 0.0062 0.0063 0.0001 2.4% 0.0000
Volume 47 461 414 880.9% 526
Daily Pivots for day following 14-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1171 1.1127 1.0965
R3 1.1089 1.1045 1.0942
R2 1.1007 1.1007 1.0935
R1 1.0963 1.0963 1.0927 1.0985
PP 1.0925 1.0925 1.0925 1.0935
S1 1.0881 1.0881 1.0912 1.0903
S2 1.0843 1.0843 1.0904
S3 1.0761 1.0799 1.0897
S4 1.0679 1.0717 1.0874
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% 0.0063 0.6% 60% False False 203
10 1.1199 1.0844 0.0355 3.3% 0.0074 0.7% 21% False False 111
20 1.1199 1.0844 0.0355 3.3% 0.0057 0.5% 21% False False 66
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1183
1.618 1.1101
1.000 1.1050
0.618 1.1019
HIGH 1.0968
0.618 1.0937
0.500 1.0927
0.382 1.0917
LOW 1.0886
0.618 1.0835
1.000 1.0804
1.618 1.0753
2.618 1.0671
4.250 1.0538
Fisher Pivots for day following 14-Feb-2023
Pivot 1 day 3 day
R1 1.0927 1.0915
PP 1.0925 1.0911
S1 1.0922 1.0906

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

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