CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 1.0764 1.0714 -0.0050 -0.5% 1.0822
High 1.0766 1.0781 0.0016 0.1% 1.0822
Low 1.0764 1.0707 -0.0057 -0.5% 1.0707
Close 1.0766 1.0720 -0.0046 -0.4% 1.0720
Range 0.0002 0.0075 0.0073 3,625.0% 0.0115
ATR 0.0058 0.0059 0.0001 2.1% 0.0000
Volume 180 74 -106 -58.9% 254
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0959 1.0914 1.0761
R3 1.0885 1.0840 1.0740
R2 1.0810 1.0810 1.0734
R1 1.0765 1.0765 1.0727 1.0788
PP 1.0736 1.0736 1.0736 1.0747
S1 1.0691 1.0691 1.0713 1.0713
S2 1.0661 1.0661 1.0706
S3 1.0587 1.0616 1.0700
S4 1.0512 1.0542 1.0679
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1094 1.1022 1.0783
R3 1.0979 1.0907 1.0752
R2 1.0864 1.0864 1.0741
R1 1.0792 1.0792 1.0731 1.0771
PP 1.0749 1.0749 1.0749 1.0739
S1 1.0677 1.0677 1.0709 1.0656
S2 1.0634 1.0634 1.0699
S3 1.0519 1.0562 1.0688
S4 1.0404 1.0447 1.0657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0871 1.0707 0.0164 1.5% 0.0032 0.3% 8% False True 66
10 1.0968 1.0707 0.0262 2.4% 0.0042 0.4% 5% False True 98
20 1.1199 1.0707 0.0493 4.6% 0.0052 0.5% 3% False True 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1098
2.618 1.0976
1.618 1.0902
1.000 1.0856
0.618 1.0827
HIGH 1.0781
0.618 1.0753
0.500 1.0744
0.382 1.0735
LOW 1.0707
0.618 1.0660
1.000 1.0632
1.618 1.0586
2.618 1.0511
4.250 1.0390
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 1.0744 1.0744
PP 1.0736 1.0736
S1 1.0728 1.0728

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

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