CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 1.0867 1.0860 -0.0007 -0.1% 1.0803
High 1.0884 1.0883 -0.0001 0.0% 1.0862
Low 1.0840 1.0858 0.0018 0.2% 1.0704
Close 1.0884 1.0883 -0.0001 0.0% 1.0809
Range 0.0044 0.0025 -0.0019 -43.2% 0.0158
ATR 0.0064 0.0062 -0.0003 -4.3% 0.0000
Volume 60 66 6 10.0% 761
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0950 1.0941 1.0897
R3 1.0925 1.0916 1.0890
R2 1.0900 1.0900 1.0888
R1 1.0891 1.0891 1.0885 1.0896
PP 1.0875 1.0875 1.0875 1.0877
S1 1.0866 1.0866 1.0881 1.0871
S2 1.0850 1.0850 1.0878
S3 1.0825 1.0841 1.0876
S4 1.0800 1.0816 1.0869
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 1.0884 1.0704 0.0180 1.7% 0.0041 0.4% 99% False False 97
10 1.0884 1.0704 0.0180 1.7% 0.0040 0.4% 99% False False 106
20 1.0968 1.0704 0.0264 2.4% 0.0037 0.3% 68% False False 104
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0989
2.618 1.0948
1.618 1.0923
1.000 1.0908
0.618 1.0898
HIGH 1.0883
0.618 1.0873
0.500 1.0871
0.382 1.0868
LOW 1.0858
0.618 1.0843
1.000 1.0833
1.618 1.0818
2.618 1.0793
4.250 1.0752
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 1.0879 1.0865
PP 1.0875 1.0847
S1 1.0871 1.0829

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

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