CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 1.0751 1.0781 0.0030 0.3% 1.0822
High 1.0778 1.0781 0.0003 0.0% 1.0822
Low 1.0751 1.0750 -0.0001 0.0% 1.0707
Close 1.0778 1.0750 -0.0028 -0.3% 1.0720
Range 0.0027 0.0031 0.0004 14.8% 0.0115
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 62 32 -30 -48.4% 254
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.0853 1.0832 1.0767
R3 1.0822 1.0801 1.0758
R2 1.0791 1.0791 1.0755
R1 1.0770 1.0770 1.0752 1.0765
PP 1.0760 1.0760 1.0760 1.0757
S1 1.0739 1.0739 1.0747 1.0734
S2 1.0729 1.0729 1.0744
S3 1.0698 1.0708 1.0741
S4 1.0667 1.0677 1.0732
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 1.0781 1.0707 0.0075 0.7% 0.0027 0.3% 58% False False 69
10 1.0968 1.0707 0.0262 2.4% 0.0035 0.3% 16% False False 102
20 1.1199 1.0707 0.0493 4.6% 0.0051 0.5% 9% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0912
2.618 1.0862
1.618 1.0831
1.000 1.0812
0.618 1.0800
HIGH 1.0781
0.618 1.0769
0.500 1.0765
0.382 1.0761
LOW 1.0750
0.618 1.0730
1.000 1.0719
1.618 1.0699
2.618 1.0668
4.250 1.0618
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 1.0765 1.0748
PP 1.0760 1.0746
S1 1.0755 1.0744

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

View Archives - Comment on this page... - Back to Index of Symbols