CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 1.0925 1.1060 0.0135 1.2% 1.0896
High 1.1045 1.1085 0.0041 0.4% 1.1056
Low 1.0925 1.1029 0.0104 1.0% 1.0893
Close 1.1028 1.1080 0.0052 0.5% 1.0989
Range 0.0120 0.0057 -0.0064 -52.9% 0.0164
ATR 0.0073 0.0072 -0.0001 -1.5% 0.0000
Volume 18 58 40 222.2% 136
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1234 1.1213 1.1111
R3 1.1177 1.1157 1.1095
R2 1.1121 1.1121 1.1090
R1 1.1100 1.1100 1.1085 1.1111
PP 1.1064 1.1064 1.1064 1.1070
S1 1.1044 1.1044 1.1074 1.1054
S2 1.1008 1.1008 1.1069
S3 1.0951 1.0987 1.1064
S4 1.0895 1.0931 1.1048
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 1.1085 1.0925 0.0161 1.4% 0.0070 0.6% 97% True False 37
10 1.1085 1.0840 0.0246 2.2% 0.0071 0.6% 98% True False 24
20 1.1085 1.0661 0.0424 3.8% 0.0062 0.6% 99% True False 62
40 1.1085 1.0661 0.0424 3.8% 0.0052 0.5% 99% True False 85
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1325
2.618 1.1233
1.618 1.1176
1.000 1.1142
0.618 1.1120
HIGH 1.1085
0.618 1.1063
0.500 1.1057
0.382 1.1050
LOW 1.1029
0.618 1.0994
1.000 1.0972
1.618 1.0937
2.618 1.0881
4.250 1.0788
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 1.1072 1.1055
PP 1.1064 1.1030
S1 1.1057 1.1005

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

View Archives - Comment on this page... - Back to Index of Symbols