CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 1.0851 1.0753 -0.0098 -0.9% 1.0822
High 1.0851 1.0765 -0.0086 -0.8% 1.0822
Low 1.0823 1.0740 -0.0083 -0.8% 1.0707
Close 1.0823 1.0751 -0.0072 -0.7% 1.0720
Range 0.0028 0.0026 -0.0003 -8.9% 0.0115
ATR 0.0060 0.0062 0.0002 2.8% 0.0000
Volume 1 92 91 9,100.0% 254
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0828 1.0815 1.0765
R3 1.0803 1.0789 1.0758
R2 1.0777 1.0777 1.0755
R1 1.0764 1.0764 1.0753 1.0758
PP 1.0752 1.0752 1.0752 1.0749
S1 1.0738 1.0738 1.0748 1.0732
S2 1.0726 1.0726 1.0746
S3 1.0701 1.0713 1.0743
S4 1.0675 1.0687 1.0736
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% 0.0037 0.3% 31% False False 52
10 1.0883 1.0707 0.0177 1.6% 0.0030 0.3% 25% False False 65
20 1.1199 1.0707 0.0493 4.6% 0.0050 0.5% 9% False False 88
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0873
2.618 1.0832
1.618 1.0806
1.000 1.0791
0.618 1.0781
HIGH 1.0765
0.618 1.0755
0.500 1.0752
0.382 1.0749
LOW 1.0740
0.618 1.0724
1.000 1.0714
1.618 1.0698
2.618 1.0673
4.250 1.0631
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 1.0752 1.0795
PP 1.0752 1.0780
S1 1.0751 1.0765

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

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