CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 1.0845 1.0883 0.0038 0.4% 1.0960
High 1.0858 1.0883 0.0025 0.2% 1.0970
Low 1.0845 1.0850 0.0005 0.0% 1.0844
Close 1.0858 1.0863 0.0005 0.0% 1.0851
Range 0.0013 0.0033 0.0020 153.8% 0.0126
ATR 0.0064 0.0062 -0.0002 -3.4% 0.0000
Volume 4 131 127 3,175.0% 526
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0964 1.0947 1.0881
R3 1.0931 1.0914 1.0872
R2 1.0898 1.0898 1.0869
R1 1.0881 1.0881 1.0866 1.0873
PP 1.0865 1.0865 1.0865 1.0862
S1 1.0848 1.0848 1.0860 1.0840
S2 1.0832 1.0832 1.0857
S3 1.0799 1.0815 1.0854
S4 1.0766 1.0782 1.0845
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 1.0968 1.0844 0.0124 1.1% 0.0053 0.5% 15% False False 129
10 1.1113 1.0844 0.0269 2.5% 0.0062 0.6% 7% False False 122
20 1.1199 1.0844 0.0355 3.3% 0.0054 0.5% 5% False False 71
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 1.1023
2.618 1.0969
1.618 1.0936
1.000 1.0916
0.618 1.0903
HIGH 1.0883
0.618 1.0870
0.500 1.0867
0.382 1.0863
LOW 1.0850
0.618 1.0830
1.000 1.0817
1.618 1.0797
2.618 1.0764
4.250 1.0710
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 1.0867 1.0907
PP 1.0865 1.0892
S1 1.0864 1.0878

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

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