CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 17-Feb-2023
Day Change Summary
Previous Current
16-Feb-2023 17-Feb-2023 Change Change % Previous Week
Open 1.0883 1.0797 -0.0087 -0.8% 1.0850
High 1.0883 1.0871 -0.0013 -0.1% 1.0968
Low 1.0850 1.0788 -0.0063 -0.6% 1.0788
Close 1.0863 1.0873 0.0010 0.1% 1.0873
Range 0.0033 0.0083 0.0050 151.5% 0.0181
ATR 0.0062 0.0063 0.0002 2.5% 0.0000
Volume 131 79 -52 -39.7% 722
Daily Pivots for day following 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1093 1.1066 1.0918
R3 1.1010 1.0983 1.0895
R2 1.0927 1.0927 1.0888
R1 1.0900 1.0900 1.0880 1.0913
PP 1.0844 1.0844 1.0844 1.0850
S1 1.0817 1.0817 1.0865 1.0830
S2 1.0761 1.0761 1.0857
S3 1.0678 1.0734 1.0850
S4 1.0595 1.0651 1.0827
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1418 1.1326 1.0972
R3 1.1237 1.1145 1.0922
R2 1.1057 1.1057 1.0906
R1 1.0965 1.0965 1.0889 1.1011
PP 1.0876 1.0876 1.0876 1.0899
S1 1.0784 1.0784 1.0856 1.0830
S2 1.0696 1.0696 1.0839
S3 1.0515 1.0604 1.0823
S4 1.0335 1.0423 1.0773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0788 0.0181 1.7% 0.0052 0.5% 47% False True 144
10 1.0970 1.0788 0.0183 1.7% 0.0057 0.5% 47% False True 124
20 1.1199 1.0788 0.0412 3.8% 0.0056 0.5% 21% False True 75
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 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1223
2.618 1.1088
1.618 1.1005
1.000 1.0954
0.618 1.0922
HIGH 1.0871
0.618 1.0839
0.500 1.0829
0.382 1.0819
LOW 1.0788
0.618 1.0736
1.000 1.0705
1.618 1.0653
2.618 1.0570
4.250 1.0435
Fisher Pivots for day following 17-Feb-2023
Pivot 1 day 3 day
R1 1.0858 1.0860
PP 1.0844 1.0848
S1 1.0829 1.0835

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

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