CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 1.1041 1.1060 0.0019 0.2% 1.0925
High 1.1041 1.1116 0.0075 0.7% 1.1085
Low 1.1030 1.1060 0.0030 0.3% 1.0925
Close 1.1034 1.1116 0.0082 0.7% 1.1045
Range 0.0011 0.0056 0.0045 409.1% 0.0161
ATR 0.0064 0.0065 0.0001 2.0% 0.0000
Volume 76 191 115 151.3% 161
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1265 1.1247 1.1147
R3 1.1209 1.1191 1.1131
R2 1.1153 1.1153 1.1126
R1 1.1135 1.1135 1.1121 1.1144
PP 1.1097 1.1097 1.1097 1.1102
S1 1.1079 1.1079 1.1111 1.1088
S2 1.1041 1.1041 1.1106
S3 1.0985 1.1023 1.1101
S4 1.0929 1.0967 1.1085
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 1.1116 1.0985 0.0131 1.2% 0.0029 0.3% 100% True False 58
10 1.1116 1.0925 0.0192 1.7% 0.0052 0.5% 100% True False 50
20 1.1116 1.0712 0.0404 3.6% 0.0053 0.5% 100% True False 46
40 1.1116 1.0661 0.0455 4.1% 0.0047 0.4% 100% True False 68
60 1.1199 1.0661 0.0538 4.8% 0.0050 0.5% 85% False False 67
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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1354
2.618 1.1263
1.618 1.1207
1.000 1.1172
0.618 1.1151
HIGH 1.1116
0.618 1.1095
0.500 1.1088
0.382 1.1081
LOW 1.1060
0.618 1.1025
1.000 1.1004
1.618 1.0969
2.618 1.0913
4.250 1.0822
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 1.1107 1.1094
PP 1.1097 1.1072
S1 1.1088 1.1051

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

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