CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 28-Mar-2023
Day Change Summary
Previous Current
27-Mar-2023 28-Mar-2023 Change Change % Previous Week
Open 1.0896 1.0965 0.0070 0.6% 1.0845
High 1.0932 1.0980 0.0048 0.4% 1.1046
Low 1.0893 1.0955 0.0063 0.6% 1.0840
Close 1.0932 1.0980 0.0048 0.4% 1.0892
Range 0.0039 0.0025 -0.0015 -37.2% 0.0207
ATR 0.0073 0.0071 -0.0002 -2.5% 0.0000
Volume 17 6 -11 -64.7% 100
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1045 1.1037 1.0993
R3 1.1020 1.1012 1.0986
R2 1.0996 1.0996 1.0984
R1 1.0988 1.0988 1.0982 1.0992
PP 1.0971 1.0971 1.0971 1.0973
S1 1.0963 1.0963 1.0977 1.0967
S2 1.0947 1.0947 1.0975
S3 1.0922 1.0939 1.0973
S4 1.0898 1.0914 1.0966
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1545 1.1425 1.1005
R3 1.1339 1.1218 1.0948
R2 1.1132 1.1132 1.0929
R1 1.1012 1.1012 1.0910 1.1072
PP 1.0926 1.0926 1.0926 1.0956
S1 1.0805 1.0805 1.0873 1.0866
S2 1.0719 1.0719 1.0854
S3 1.0513 1.0599 1.0835
S4 1.0306 1.0392 1.0778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0840 0.0207 1.9% 0.0071 0.6% 68% False False 10
10 1.1046 1.0661 0.0385 3.5% 0.0067 0.6% 83% False False 56
20 1.1046 1.0661 0.0385 3.5% 0.0054 0.5% 83% False False 81
40 1.1199 1.0661 0.0538 4.9% 0.0053 0.5% 59% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1084
2.618 1.1044
1.618 1.1019
1.000 1.1004
0.618 1.0995
HIGH 1.0980
0.618 1.0970
0.500 1.0967
0.382 1.0964
LOW 1.0955
0.618 1.0940
1.000 1.0931
1.618 1.0915
2.618 1.0891
4.250 1.0851
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 1.0975 1.0956
PP 1.0971 1.0933
S1 1.0967 1.0910

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

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