CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 1.0909 1.0845 -0.0064 -0.6% 1.0960
High 1.0968 1.0858 -0.0110 -1.0% 1.0970
Low 1.0886 1.0845 -0.0041 -0.4% 1.0844
Close 1.0920 1.0858 -0.0062 -0.6% 1.0851
Range 0.0082 0.0013 -0.0069 -84.1% 0.0126
ATR 0.0063 0.0064 0.0001 1.3% 0.0000
Volume 461 4 -457 -99.1% 526
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0893 1.0888 1.0865
R3 1.0880 1.0875 1.0862
R2 1.0867 1.0867 1.0860
R1 1.0862 1.0862 1.0859 1.0865
PP 1.0854 1.0854 1.0854 1.0855
S1 1.0849 1.0849 1.0857 1.0852
S2 1.0841 1.0841 1.0856
S3 1.0828 1.0836 1.0854
S4 1.0815 1.0823 1.0851
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% 0.0058 0.5% 11% False False 150
10 1.1199 1.0844 0.0355 3.3% 0.0070 0.6% 4% False False 111
20 1.1199 1.0844 0.0355 3.3% 0.0054 0.5% 4% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0913
2.618 1.0892
1.618 1.0879
1.000 1.0871
0.618 1.0866
HIGH 1.0858
0.618 1.0853
0.500 1.0852
0.382 1.0850
LOW 1.0845
0.618 1.0837
1.000 1.0832
1.618 1.0824
2.618 1.0811
4.250 1.0790
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 1.0856 1.0907
PP 1.0854 1.0890
S1 1.0852 1.0874

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

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