CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 1.0820 1.0730 -0.0090 -0.8% 1.0803
High 1.0820 1.0770 -0.0050 -0.5% 1.0862
Low 1.0661 1.0712 0.0051 0.5% 1.0704
Close 1.0727 1.0763 0.0036 0.3% 1.0809
Range 0.0159 0.0058 -0.0101 -63.5% 0.0158
ATR 0.0073 0.0072 -0.0001 -1.5% 0.0000
Volume 169 259 90 53.3% 761
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0922 1.0901 1.0795
R3 1.0864 1.0843 1.0779
R2 1.0806 1.0806 1.0774
R1 1.0785 1.0785 1.0768 1.0796
PP 1.0748 1.0748 1.0748 1.0754
S1 1.0727 1.0727 1.0758 1.0738
S2 1.0690 1.0690 1.0752
S3 1.0632 1.0669 1.0747
S4 1.0574 1.0611 1.0731
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% 0.0075 0.7% 46% False False 140
10 1.0884 1.0661 0.0223 2.1% 0.0056 0.5% 46% False False 139
20 1.0884 1.0661 0.0223 2.1% 0.0043 0.4% 46% False False 102
40 1.1199 1.0661 0.0538 5.0% 0.0049 0.5% 19% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1017
2.618 1.0922
1.618 1.0864
1.000 1.0828
0.618 1.0806
HIGH 1.0770
0.618 1.0748
0.500 1.0741
0.382 1.0734
LOW 1.0712
0.618 1.0676
1.000 1.0654
1.618 1.0618
2.618 1.0560
4.250 1.0466
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 1.0756 1.0772
PP 1.0748 1.0769
S1 1.0741 1.0766

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

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