CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 1.1030 1.0925 -0.0105 -1.0% 1.0896
High 1.1050 1.1045 -0.0005 0.0% 1.1056
Low 1.0975 1.0925 -0.0051 -0.5% 1.0893
Close 1.0989 1.1028 0.0039 0.4% 1.0989
Range 0.0075 0.0120 0.0046 61.1% 0.0164
ATR 0.0069 0.0073 0.0004 5.3% 0.0000
Volume 21 18 -3 -14.3% 136
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1359 1.1313 1.1094
R3 1.1239 1.1193 1.1061
R2 1.1119 1.1119 1.1050
R1 1.1073 1.1073 1.1039 1.1096
PP 1.0999 1.0999 1.0999 1.1010
S1 1.0953 1.0953 1.1017 1.0976
S2 1.0879 1.0879 1.1006
S3 1.0759 1.0833 1.0995
S4 1.0639 1.0713 1.0962
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 1.0925 0.0132 1.2% 0.0064 0.6% 78% False True 27
10 1.1056 1.0840 0.0217 2.0% 0.0067 0.6% 87% False False 19
20 1.1056 1.0661 0.0395 3.6% 0.0061 0.6% 93% False False 59
40 1.1056 1.0661 0.0395 3.6% 0.0052 0.5% 93% False False 83
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 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1555
2.618 1.1359
1.618 1.1239
1.000 1.1165
0.618 1.1119
HIGH 1.1045
0.618 1.0999
0.500 1.0985
0.382 1.0970
LOW 1.0925
0.618 1.0850
1.000 1.0805
1.618 1.0730
2.618 1.0610
4.250 1.0415
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 1.1013 1.1015
PP 1.0999 1.1003
S1 1.0985 1.0990

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

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