CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 1.0860 1.0820 -0.0040 -0.4% 1.0803
High 1.0883 1.0820 -0.0063 -0.6% 1.0862
Low 1.0858 1.0661 -0.0197 -1.8% 1.0704
Close 1.0883 1.0727 -0.0156 -1.4% 1.0809
Range 0.0025 0.0159 0.0134 536.0% 0.0158
ATR 0.0062 0.0073 0.0011 18.6% 0.0000
Volume 66 169 103 156.1% 761
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1213 1.1129 1.0814
R3 1.1054 1.0970 1.0771
R2 1.0895 1.0895 1.0756
R1 1.0811 1.0811 1.0742 1.0774
PP 1.0736 1.0736 1.0736 1.0717
S1 1.0652 1.0652 1.0712 1.0615
S2 1.0577 1.0577 1.0698
S3 1.0418 1.0493 1.0683
S4 1.0259 1.0334 1.0640
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 1.0661 0.0223 2.1% 0.0069 0.6% 30% False True 122
10 1.0884 1.0661 0.0223 2.1% 0.0053 0.5% 30% False True 123
20 1.0884 1.0661 0.0223 2.1% 0.0041 0.4% 30% False True 89
40 1.1199 1.0661 0.0538 5.0% 0.0049 0.5% 12% False True 78
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 0.0009
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1496
2.618 1.1236
1.618 1.1077
1.000 1.0979
0.618 1.0918
HIGH 1.0820
0.618 1.0759
0.500 1.0741
0.382 1.0722
LOW 1.0661
0.618 1.0563
1.000 1.0502
1.618 1.0404
2.618 1.0245
4.250 0.9985
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 1.0741 1.0773
PP 1.0736 1.0757
S1 1.0732 1.0742

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

View Archives - Comment on this page... - Back to Index of Symbols