CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 14-Apr-2023
Day Change Summary
Previous Current
13-Apr-2023 14-Apr-2023 Change Change % Previous Week
Open 1.1117 1.1165 0.0048 0.4% 1.1000
High 1.1170 1.1191 0.0021 0.2% 1.1191
Low 1.1117 1.1096 -0.0021 -0.2% 1.0985
Close 1.1166 1.1120 -0.0046 -0.4% 1.1120
Range 0.0054 0.0095 0.0042 77.6% 0.0206
ATR 0.0064 0.0067 0.0002 3.4% 0.0000
Volume 73 160 87 119.2% 502
Daily Pivots for day following 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1420 1.1365 1.1172
R3 1.1325 1.1270 1.1146
R2 1.1230 1.1230 1.1137
R1 1.1175 1.1175 1.1129 1.1155
PP 1.1135 1.1135 1.1135 1.1125
S1 1.1080 1.1080 1.1111 1.1060
S2 1.1040 1.1040 1.1103
S3 1.0945 1.0985 1.1094
S4 1.0850 1.0890 1.1068
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1715 1.1623 1.1233
R3 1.1510 1.1418 1.1177
R2 1.1304 1.1304 1.1158
R1 1.1212 1.1212 1.1139 1.1258
PP 1.1099 1.1099 1.1099 1.1122
S1 1.1007 1.1007 1.1101 1.1053
S2 1.0893 1.0893 1.1082
S3 1.0688 1.0801 1.1063
S4 1.0482 1.0596 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1191 1.0985 0.0206 1.8% 0.0046 0.4% 66% True False 100
10 1.1191 1.0925 0.0266 2.4% 0.0051 0.5% 73% True False 66
20 1.1191 1.0840 0.0351 3.2% 0.0054 0.5% 80% True False 44
40 1.1191 1.0661 0.0530 4.8% 0.0049 0.4% 87% True False 70
60 1.1199 1.0661 0.0538 4.8% 0.0051 0.5% 85% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1594
2.618 1.1439
1.618 1.1344
1.000 1.1286
0.618 1.1249
HIGH 1.1191
0.618 1.1154
0.500 1.1143
0.382 1.1132
LOW 1.1096
0.618 1.1037
1.000 1.1001
1.618 1.0942
2.618 1.0847
4.250 1.0692
Fisher Pivots for day following 14-Apr-2023
Pivot 1 day 3 day
R1 1.1143 1.1125
PP 1.1135 1.1124
S1 1.1128 1.1122

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

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