CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 1.0714 1.0751 0.0037 0.3% 1.0822
High 1.0781 1.0778 -0.0004 0.0% 1.0822
Low 1.0707 1.0751 0.0044 0.4% 1.0707
Close 1.0720 1.0778 0.0058 0.5% 1.0720
Range 0.0075 0.0027 -0.0048 -63.8% 0.0115
ATR 0.0059 0.0059 0.0000 -0.2% 0.0000
Volume 74 62 -12 -16.2% 254
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0850 1.0841 1.0792
R3 1.0823 1.0814 1.0785
R2 1.0796 1.0796 1.0782
R1 1.0787 1.0787 1.0780 1.0791
PP 1.0769 1.0769 1.0769 1.0771
S1 1.0760 1.0760 1.0775 1.0764
S2 1.0742 1.0742 1.0773
S3 1.0715 1.0733 1.0770
S4 1.0688 1.0706 1.0763
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 1.0822 1.0707 0.0115 1.1% 0.0021 0.2% 62% False False 63
10 1.0968 1.0707 0.0262 2.4% 0.0037 0.3% 27% False False 103
20 1.1199 1.0707 0.0493 4.6% 0.0050 0.5% 14% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0848
1.618 1.0821
1.000 1.0805
0.618 1.0794
HIGH 1.0778
0.618 1.0767
0.500 1.0764
0.382 1.0761
LOW 1.0751
0.618 1.0734
1.000 1.0724
1.618 1.0707
2.618 1.0680
4.250 1.0636
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 1.0773 1.0766
PP 1.0769 1.0755
S1 1.0764 1.0744

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

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