CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 1.1165 1.1094 -0.0071 -0.6% 1.1000
High 1.1191 1.1094 -0.0097 -0.9% 1.1191
Low 1.1096 1.1040 -0.0056 -0.5% 1.0985
Close 1.1120 1.1051 -0.0070 -0.6% 1.1120
Range 0.0095 0.0054 -0.0042 -43.7% 0.0206
ATR 0.0067 0.0068 0.0001 1.4% 0.0000
Volume 160 10 -150 -93.8% 502
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1222 1.1190 1.1080
R3 1.1168 1.1136 1.1065
R2 1.1115 1.1115 1.1060
R1 1.1083 1.1083 1.1055 1.1072
PP 1.1061 1.1061 1.1061 1.1056
S1 1.1029 1.1029 1.1046 1.1019
S2 1.1008 1.1008 1.1041
S3 1.0954 1.0976 1.1036
S4 1.0901 1.0922 1.1021
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 1.1030 0.0161 1.5% 0.0054 0.5% 13% False False 102
10 1.1191 1.0985 0.0206 1.9% 0.0045 0.4% 32% False False 65
20 1.1191 1.0840 0.0351 3.2% 0.0056 0.5% 60% False False 42
40 1.1191 1.0661 0.0530 4.8% 0.0049 0.4% 74% False False 69
60 1.1199 1.0661 0.0538 4.9% 0.0051 0.5% 72% False False 71
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1321
2.618 1.1234
1.618 1.1180
1.000 1.1147
0.618 1.1127
HIGH 1.1094
0.618 1.1073
0.500 1.1067
0.382 1.1060
LOW 1.1040
0.618 1.1007
1.000 1.0987
1.618 1.0953
2.618 1.0900
4.250 1.0813
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 1.1067 1.1115
PP 1.1061 1.1094
S1 1.1056 1.1072

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

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