CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 1.1060 1.1073 0.0013 0.1% 1.0896
High 1.1085 1.1073 -0.0012 -0.1% 1.1056
Low 1.1029 1.1031 0.0003 0.0% 1.0893
Close 1.1080 1.1031 -0.0049 -0.4% 1.0989
Range 0.0057 0.0042 -0.0015 -25.7% 0.0164
ATR 0.0072 0.0070 -0.0002 -2.3% 0.0000
Volume 58 61 3 5.2% 136
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1171 1.1143 1.1054
R3 1.1129 1.1101 1.1043
R2 1.1087 1.1087 1.1039
R1 1.1059 1.1059 1.1035 1.1052
PP 1.1045 1.1045 1.1045 1.1042
S1 1.1017 1.1017 1.1027 1.1010
S2 1.1003 1.1003 1.1023
S3 1.0961 1.0975 1.1019
S4 1.0919 1.0933 1.1008
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 1.5% 0.0075 0.7% 66% False False 43
10 1.1085 1.0840 0.0246 2.2% 0.0065 0.6% 78% False False 29
20 1.1085 1.0661 0.0424 3.8% 0.0063 0.6% 87% False False 62
40 1.1085 1.0661 0.0424 3.8% 0.0051 0.5% 87% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1183
1.618 1.1141
1.000 1.1115
0.618 1.1099
HIGH 1.1073
0.618 1.1057
0.500 1.1052
0.382 1.1047
LOW 1.1031
0.618 1.1005
1.000 1.0989
1.618 1.0963
2.618 1.0921
4.250 1.0853
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 1.1052 1.1022
PP 1.1045 1.1014
S1 1.1038 1.1005

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

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