CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 1.1094 1.1061 -0.0033 -0.3% 1.1000
High 1.1094 1.1100 0.0007 0.1% 1.1191
Low 1.1040 1.1061 0.0021 0.2% 1.0985
Close 1.1051 1.1096 0.0046 0.4% 1.1120
Range 0.0054 0.0040 -0.0014 -26.2% 0.0206
ATR 0.0068 0.0066 -0.0001 -1.9% 0.0000
Volume 10 5 -5 -50.0% 502
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1204 1.1190 1.1118
R3 1.1165 1.1150 1.1107
R2 1.1125 1.1125 1.1103
R1 1.1111 1.1111 1.1100 1.1118
PP 1.1086 1.1086 1.1086 1.1089
S1 1.1071 1.1071 1.1092 1.1078
S2 1.1046 1.1046 1.1089
S3 1.1007 1.1032 1.1085
S4 1.0967 1.0992 1.1074
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 1.1040 0.0151 1.4% 0.0060 0.5% 37% False False 87
10 1.1191 1.0985 0.0206 1.9% 0.0043 0.4% 54% False False 60
20 1.1191 1.0840 0.0351 3.2% 0.0057 0.5% 73% False False 42
40 1.1191 1.0661 0.0530 4.8% 0.0050 0.4% 82% False False 69
60 1.1199 1.0661 0.0538 4.8% 0.0051 0.5% 81% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1268
2.618 1.1203
1.618 1.1164
1.000 1.1140
0.618 1.1124
HIGH 1.1100
0.618 1.1085
0.500 1.1080
0.382 1.1076
LOW 1.1061
0.618 1.1036
1.000 1.1021
1.618 1.0997
2.618 1.0957
4.250 1.0893
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 1.1091 1.1115
PP 1.1086 1.1109
S1 1.1080 1.1102

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

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