CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 23-Mar-2023
Day Change Summary
Previous Current
22-Mar-2023 23-Mar-2023 Change Change % Previous Week
Open 1.0924 1.1046 0.0123 1.1% 1.0867
High 1.1019 1.1046 0.0027 0.2% 1.0884
Low 1.0924 1.0969 0.0046 0.4% 1.0661
Close 1.1019 1.0969 -0.0050 -0.5% 1.0824
Range 0.0096 0.0077 -0.0019 -19.4% 0.0223
ATR 0.0071 0.0072 0.0000 0.6% 0.0000
Volume 10 13 3 30.0% 567
Daily Pivots for day following 23-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1226 1.1174 1.1011
R3 1.1149 1.1097 1.0990
R2 1.1072 1.1072 1.0983
R1 1.1020 1.1020 1.0976 1.1008
PP 1.0995 1.0995 1.0995 1.0988
S1 1.0943 1.0943 1.0962 1.0931
S2 1.0918 1.0918 1.0955
S3 1.0841 1.0866 1.0948
S4 1.0764 1.0789 1.0927
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 1.1046 1.0759 0.0287 2.6% 0.0055 0.5% 73% True False 21
10 1.1046 1.0661 0.0385 3.5% 0.0065 0.6% 80% True False 80
20 1.1046 1.0661 0.0385 3.5% 0.0051 0.5% 80% True False 88
40 1.1199 1.0661 0.0538 4.9% 0.0051 0.5% 57% False False 82
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1373
2.618 1.1248
1.618 1.1171
1.000 1.1123
0.618 1.1094
HIGH 1.1046
0.618 1.1017
0.500 1.1008
0.382 1.0998
LOW 1.0969
0.618 1.0921
1.000 1.0892
1.618 1.0844
2.618 1.0767
4.250 1.0642
Fisher Pivots for day following 23-Mar-2023
Pivot 1 day 3 day
R1 1.1008 1.0976
PP 1.0995 1.0973
S1 1.0982 1.0971

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

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