CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 31-Mar-2023
Day Change Summary
Previous Current
30-Mar-2023 31-Mar-2023 Change Change % Previous Week
Open 1.0975 1.1030 0.0055 0.5% 1.0896
High 1.1056 1.1050 -0.0007 -0.1% 1.1056
Low 1.0975 1.0975 0.0000 0.0% 1.0893
Close 1.1039 1.0989 -0.0050 -0.5% 1.0989
Range 0.0081 0.0075 -0.0007 -8.0% 0.0164
ATR 0.0069 0.0069 0.0000 0.6% 0.0000
Volume 58 21 -37 -63.8% 136
Daily Pivots for day following 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1228 1.1183 1.1029
R3 1.1153 1.1108 1.1009
R2 1.1079 1.1079 1.1002
R1 1.1034 1.1034 1.0995 1.1019
PP 1.1004 1.1004 1.1004 1.0997
S1 1.0959 1.0959 1.0982 1.0945
S2 1.0930 1.0930 1.0975
S3 1.0855 1.0885 1.0968
S4 1.0781 1.0810 1.0948
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1470 1.1393 1.1078
R3 1.1306 1.1229 1.1033
R2 1.1143 1.1143 1.1018
R1 1.1066 1.1066 1.1003 1.1104
PP 1.0979 1.0979 1.0979 1.0998
S1 1.0902 1.0902 1.0974 1.0941
S2 1.0816 1.0816 1.0959
S3 1.0652 1.0739 1.0944
S4 1.0489 1.0575 1.0899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1056 1.0893 0.0164 1.5% 0.0048 0.4% 59% False False 27
10 1.1056 1.0840 0.0217 2.0% 0.0057 0.5% 69% False False 23
20 1.1056 1.0661 0.0395 3.6% 0.0057 0.5% 83% False False 78
40 1.1113 1.0661 0.0452 4.1% 0.0052 0.5% 73% False False 84
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 False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1245
1.618 1.1170
1.000 1.1124
0.618 1.1096
HIGH 1.1050
0.618 1.1021
0.500 1.1012
0.382 1.1003
LOW 1.0975
0.618 1.0929
1.000 1.0901
1.618 1.0854
2.618 1.0780
4.250 1.0658
Fisher Pivots for day following 31-Mar-2023
Pivot 1 day 3 day
R1 1.1012 1.1010
PP 1.1004 1.1003
S1 1.0996 1.0996

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

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