CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 1.0704 1.0721 0.0017 0.2% 1.0751
High 1.0726 1.0744 0.0019 0.2% 1.0851
Low 1.0704 1.0718 0.0014 0.1% 1.0740
Close 1.0713 1.0737 0.0024 0.2% 1.0794
Range 0.0022 0.0026 0.0005 20.9% 0.0111
ATR 0.0061 0.0059 -0.0002 -3.4% 0.0000
Volume 46 169 123 267.4% 269
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0811 1.0800 1.0751
R3 1.0785 1.0774 1.0744
R2 1.0759 1.0759 1.0741
R1 1.0748 1.0748 1.0739 1.0753
PP 1.0733 1.0733 1.0733 1.0736
S1 1.0722 1.0722 1.0734 1.0727
S2 1.0707 1.0707 1.0732
S3 1.0681 1.0696 1.0729
S4 1.0655 1.0670 1.0722
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 1.0831 1.0704 0.0127 1.2% 0.0038 0.3% 26% False False 139
10 1.0851 1.0704 0.0147 1.4% 0.0037 0.3% 22% False False 95
20 1.0970 1.0704 0.0266 2.5% 0.0039 0.4% 12% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0855
2.618 1.0812
1.618 1.0786
1.000 1.0770
0.618 1.0760
HIGH 1.0744
0.618 1.0734
0.500 1.0731
0.382 1.0728
LOW 1.0718
0.618 1.0702
1.000 1.0692
1.618 1.0676
2.618 1.0650
4.250 1.0608
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 1.0735 1.0735
PP 1.0733 1.0733
S1 1.0731 1.0731

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

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