CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 1.0765 1.0803 0.0038 0.4% 1.0751
High 1.0795 1.0831 0.0037 0.3% 1.0851
Low 1.0750 1.0780 0.0030 0.3% 1.0740
Close 1.0794 1.0831 0.0038 0.3% 1.0794
Range 0.0045 0.0051 0.0007 14.6% 0.0111
ATR 0.0060 0.0060 -0.0001 -1.1% 0.0000
Volume 82 384 302 368.3% 269
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0967 1.0950 1.0859
R3 1.0916 1.0899 1.0845
R2 1.0865 1.0865 1.0840
R1 1.0848 1.0848 1.0836 1.0857
PP 1.0814 1.0814 1.0814 1.0818
S1 1.0797 1.0797 1.0826 1.0806
S2 1.0763 1.0763 1.0822
S3 1.0712 1.0746 1.0817
S4 1.0661 1.0695 1.0803
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1072 1.0855
R3 1.1017 1.0961 1.0824
R2 1.0906 1.0906 1.0814
R1 1.0850 1.0850 1.0804 1.0878
PP 1.0795 1.0795 1.0795 1.0809
S1 1.0739 1.0739 1.0783 1.0767
S2 1.0684 1.0684 1.0773
S3 1.0573 1.0628 1.0763
S4 1.0462 1.0517 1.0732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0740 0.0111 1.0% 0.0036 0.3% 82% False False 118
10 1.0851 1.0707 0.0144 1.3% 0.0028 0.3% 86% False False 90
20 1.0970 1.0707 0.0264 2.4% 0.0042 0.4% 47% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1048
2.618 1.0965
1.618 1.0914
1.000 1.0882
0.618 1.0863
HIGH 1.0831
0.618 1.0812
0.500 1.0806
0.382 1.0799
LOW 1.0780
0.618 1.0748
1.000 1.0729
1.618 1.0697
2.618 1.0646
4.250 1.0563
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 1.0823 1.0816
PP 1.0814 1.0801
S1 1.0806 1.0785

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

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