CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 1.1000 1.1041 0.0042 0.4% 1.0925
High 1.1000 1.1041 0.0042 0.4% 1.1085
Low 1.0985 1.1030 0.0045 0.4% 1.0925
Close 1.0995 1.1034 0.0040 0.4% 1.1045
Range 0.0015 0.0011 -0.0004 -24.1% 0.0161
ATR 0.0065 0.0064 -0.0001 -2.0% 0.0000
Volume 2 76 74 3,700.0% 161
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1068 1.1062 1.1040
R3 1.1057 1.1051 1.1037
R2 1.1046 1.1046 1.1036
R1 1.1040 1.1040 1.1035 1.1038
PP 1.1035 1.1035 1.1035 1.1034
S1 1.1029 1.1029 1.1033 1.1027
S2 1.1024 1.1024 1.1032
S3 1.1013 1.1018 1.1031
S4 1.1002 1.1007 1.1028
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1500 1.1433 1.1133
R3 1.1339 1.1272 1.1089
R2 1.1179 1.1179 1.1074
R1 1.1112 1.1112 1.1059 1.1145
PP 1.1018 1.1018 1.1018 1.1035
S1 1.0951 1.0951 1.1030 1.0985
S2 1.0858 1.0858 1.1015
S3 1.0697 1.0791 1.1000
S4 1.0537 1.0630 1.0956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1073 1.0985 0.0088 0.8% 0.0027 0.2% 56% False False 32
10 1.1085 1.0925 0.0161 1.5% 0.0048 0.4% 68% False False 35
20 1.1085 1.0661 0.0424 3.8% 0.0058 0.5% 88% False False 45
40 1.1085 1.0661 0.0424 3.8% 0.0048 0.4% 88% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.1070
1.618 1.1059
1.000 1.1052
0.618 1.1048
HIGH 1.1041
0.618 1.1037
0.500 1.1036
0.382 1.1034
LOW 1.1030
0.618 1.1023
1.000 1.1019
1.618 1.1012
2.618 1.1001
4.250 1.0983
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 1.1036 1.1028
PP 1.1035 1.1021
S1 1.1035 1.1015

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

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