CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 1.1073 1.1025 -0.0048 -0.4% 1.0896
High 1.1073 1.1057 -0.0017 -0.1% 1.1056
Low 1.1031 1.1016 -0.0015 -0.1% 1.0893
Close 1.1031 1.1057 0.0026 0.2% 1.0989
Range 0.0042 0.0041 -0.0002 -3.6% 0.0164
ATR 0.0070 0.0068 -0.0002 -3.0% 0.0000
Volume 61 21 -40 -65.6% 136
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1165 1.1151 1.1079
R3 1.1124 1.1111 1.1068
R2 1.1084 1.1084 1.1064
R1 1.1070 1.1070 1.1060 1.1077
PP 1.1043 1.1043 1.1043 1.1046
S1 1.1030 1.1030 1.1053 1.1036
S2 1.1003 1.1003 1.1049
S3 1.0962 1.0989 1.1045
S4 1.0922 1.0949 1.1034
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% 0.0067 0.6% 82% False False 35
10 1.1085 1.0840 0.0246 2.2% 0.0062 0.6% 88% False False 30
20 1.1085 1.0661 0.0424 3.8% 0.0063 0.6% 93% False False 55
40 1.1085 1.0661 0.0424 3.8% 0.0051 0.5% 93% False False 80
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 True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1229
2.618 1.1163
1.618 1.1122
1.000 1.1097
0.618 1.1082
HIGH 1.1057
0.618 1.1041
0.500 1.1036
0.382 1.1031
LOW 1.1016
0.618 1.0991
1.000 1.0976
1.618 1.0950
2.618 1.0910
4.250 1.0844
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 1.1050 1.1055
PP 1.1043 1.1053
S1 1.1036 1.1051

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

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