CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 13-Apr-2023
Day Change Summary
Previous Current
12-Apr-2023 13-Apr-2023 Change Change % Previous Week
Open 1.1060 1.1117 0.0057 0.5% 1.0925
High 1.1116 1.1170 0.0054 0.5% 1.1085
Low 1.1060 1.1117 0.0057 0.5% 1.0925
Close 1.1116 1.1166 0.0050 0.4% 1.1045
Range 0.0056 0.0054 -0.0003 -4.5% 0.0161
ATR 0.0065 0.0064 -0.0001 -1.2% 0.0000
Volume 191 73 -118 -61.8% 161
Daily Pivots for day following 13-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1311 1.1292 1.1195
R3 1.1258 1.1239 1.1181
R2 1.1204 1.1204 1.1176
R1 1.1185 1.1185 1.1171 1.1195
PP 1.1151 1.1151 1.1151 1.1156
S1 1.1132 1.1132 1.1161 1.1141
S2 1.1097 1.1097 1.1156
S3 1.1044 1.1078 1.1151
S4 1.0990 1.1025 1.1137
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 1.1170 1.0985 0.0185 1.7% 0.0032 0.3% 98% True False 69
10 1.1170 1.0925 0.0246 2.2% 0.0049 0.4% 98% True False 52
20 1.1170 1.0759 0.0411 3.7% 0.0053 0.5% 99% True False 37
40 1.1170 1.0661 0.0509 4.6% 0.0048 0.4% 99% True False 70
60 1.1199 1.0661 0.0538 4.8% 0.0050 0.4% 94% False False 68
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1397
2.618 1.1310
1.618 1.1257
1.000 1.1224
0.618 1.1203
HIGH 1.1170
0.618 1.1150
0.500 1.1143
0.382 1.1137
LOW 1.1117
0.618 1.1083
1.000 1.1063
1.618 1.1030
2.618 1.0976
4.250 1.0889
Fisher Pivots for day following 13-Apr-2023
Pivot 1 day 3 day
R1 1.1158 1.1144
PP 1.1151 1.1122
S1 1.1143 1.1100

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

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