CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 1.0920 1.0924 0.0004 0.0% 1.0867
High 1.0925 1.1019 0.0094 0.9% 1.0884
Low 1.0905 1.0924 0.0019 0.2% 1.0661
Close 1.0909 1.1019 0.0111 1.0% 1.0824
Range 0.0020 0.0096 0.0076 377.5% 0.0223
ATR 0.0068 0.0071 0.0003 4.4% 0.0000
Volume 12 10 -2 -16.7% 567
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1274 1.1242 1.1072
R3 1.1178 1.1146 1.1045
R2 1.1083 1.1083 1.1037
R1 1.1051 1.1051 1.1028 1.1067
PP 1.0987 1.0987 1.0987 1.0995
S1 1.0955 1.0955 1.1010 1.0971
S2 1.0892 1.0892 1.1001
S3 1.0796 1.0860 1.0993
S4 1.0701 1.0764 1.0966
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1459 1.1364 1.0946
R3 1.1236 1.1141 1.0885
R2 1.1013 1.1013 1.0864
R1 1.0918 1.0918 1.0844 1.0854
PP 1.0790 1.0790 1.0790 1.0757
S1 1.0695 1.0695 1.0803 1.0631
S2 1.0567 1.0567 1.0783
S3 1.0344 1.0472 1.0762
S4 1.0121 1.0249 1.0701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1019 1.0712 0.0307 2.8% 0.0051 0.5% 100% True False 70
10 1.1019 1.0661 0.0358 3.2% 0.0060 0.5% 100% True False 96
20 1.1019 1.0661 0.0358 3.2% 0.0047 0.4% 100% True False 96
40 1.1199 1.0661 0.0538 4.9% 0.0049 0.4% 67% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1425
2.618 1.1269
1.618 1.1174
1.000 1.1115
0.618 1.1078
HIGH 1.1019
0.618 1.0983
0.500 1.0971
0.382 1.0960
LOW 1.0924
0.618 1.0864
1.000 1.0828
1.618 1.0769
2.618 1.0673
4.250 1.0518
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 1.1003 1.0990
PP 1.0987 1.0961
S1 1.0971 1.0932

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

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