CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 1.0721 1.0788 0.0068 0.6% 1.0803
High 1.0744 1.0862 0.0118 1.1% 1.0862
Low 1.0718 1.0774 0.0056 0.5% 1.0704
Close 1.0737 1.0809 0.0073 0.7% 1.0809
Range 0.0026 0.0089 0.0063 240.4% 0.0158
ATR 0.0059 0.0063 0.0005 8.1% 0.0000
Volume 169 147 -22 -13.0% 761
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1080 1.1033 1.0858
R3 1.0992 1.0945 1.0833
R2 1.0903 1.0903 1.0825
R1 1.0856 1.0856 1.0817 1.0880
PP 1.0815 1.0815 1.0815 1.0827
S1 1.0768 1.0768 1.0801 1.0791
S2 1.0726 1.0726 1.0793
S3 1.0638 1.0679 1.0785
S4 1.0549 1.0591 1.0760
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1266 1.1195 1.0896
R3 1.1108 1.1037 1.0852
R2 1.0950 1.0950 1.0838
R1 1.0879 1.0879 1.0823 1.0915
PP 1.0792 1.0792 1.0792 1.0809
S1 1.0721 1.0721 1.0795 1.0757
S2 1.0634 1.0634 1.0780
S3 1.0476 1.0563 1.0766
S4 1.0318 1.0405 1.0722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0862 1.0704 0.0158 1.5% 0.0046 0.4% 66% True False 152
10 1.0862 1.0704 0.0158 1.5% 0.0039 0.4% 66% True False 103
20 1.0968 1.0704 0.0264 2.4% 0.0041 0.4% 40% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1238
2.618 1.1094
1.618 1.1005
1.000 1.0951
0.618 1.0917
HIGH 1.0862
0.618 1.0828
0.500 1.0818
0.382 1.0807
LOW 1.0774
0.618 1.0719
1.000 1.0685
1.618 1.0630
2.618 1.0542
4.250 1.0397
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 1.0818 1.0800
PP 1.0815 1.0792
S1 1.0812 1.0783

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

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