CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 01-Mar-2023
Day Change Summary
Previous Current
28-Feb-2023 01-Mar-2023 Change Change % Previous Week
Open 1.0781 1.0851 0.0070 0.6% 1.0822
High 1.0781 1.0851 0.0070 0.6% 1.0822
Low 1.0750 1.0823 0.0073 0.7% 1.0707
Close 1.0750 1.0823 0.0073 0.7% 1.0720
Range 0.0031 0.0028 -0.0003 -9.7% 0.0115
ATR 0.0057 0.0060 0.0003 5.6% 0.0000
Volume 32 1 -31 -96.9% 254
Daily Pivots for day following 01-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0916 1.0897 1.0838
R3 1.0888 1.0869 1.0830
R2 1.0860 1.0860 1.0828
R1 1.0841 1.0841 1.0825 1.0837
PP 1.0832 1.0832 1.0832 1.0830
S1 1.0813 1.0813 1.0820 1.0809
S2 1.0804 1.0804 1.0817
S3 1.0776 1.0785 1.0815
S4 1.0748 1.0757 1.0807
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 1.0851 1.0707 0.0144 1.3% 0.0033 0.3% 81% True False 69
10 1.0883 1.0707 0.0177 1.6% 0.0029 0.3% 66% False False 56
20 1.1199 1.0707 0.0493 4.6% 0.0052 0.5% 24% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0970
2.618 1.0924
1.618 1.0896
1.000 1.0879
0.618 1.0868
HIGH 1.0851
0.618 1.0840
0.500 1.0837
0.382 1.0833
LOW 1.0823
0.618 1.0805
1.000 1.0795
1.618 1.0777
2.618 1.0749
4.250 1.0704
Fisher Pivots for day following 01-Mar-2023
Pivot 1 day 3 day
R1 1.0837 1.0815
PP 1.0832 1.0808
S1 1.0827 1.0800

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

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