CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 19-Apr-2023
Day Change Summary
Previous Current
18-Apr-2023 19-Apr-2023 Change Change % Previous Week
Open 1.1061 1.1070 0.0010 0.1% 1.1000
High 1.1100 1.1100 0.0000 0.0% 1.1191
Low 1.1061 1.1042 -0.0019 -0.2% 1.0985
Close 1.1096 1.1075 -0.0021 -0.2% 1.1120
Range 0.0040 0.0059 0.0019 48.1% 0.0206
ATR 0.0066 0.0066 -0.0001 -0.8% 0.0000
Volume 5 78 73 1,460.0% 502
Daily Pivots for day following 19-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1248 1.1220 1.1107
R3 1.1189 1.1161 1.1091
R2 1.1131 1.1131 1.1086
R1 1.1103 1.1103 1.1080 1.1117
PP 1.1072 1.1072 1.1072 1.1079
S1 1.1044 1.1044 1.1070 1.1058
S2 1.1014 1.1014 1.1064
S3 1.0955 1.0986 1.1059
S4 1.0897 1.0927 1.1043
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% 23% False False 65
10 1.1191 1.0985 0.0206 1.9% 0.0045 0.4% 44% False False 61
20 1.1191 1.0840 0.0351 3.2% 0.0055 0.5% 67% False False 45
40 1.1191 1.0661 0.0530 4.8% 0.0051 0.5% 78% False False 71
60 1.1199 1.0661 0.0538 4.9% 0.0051 0.5% 77% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1349
2.618 1.1253
1.618 1.1195
1.000 1.1159
0.618 1.1136
HIGH 1.1100
0.618 1.1078
0.500 1.1071
0.382 1.1064
LOW 1.1042
0.618 1.1005
1.000 1.0983
1.618 1.0947
2.618 1.0888
4.250 1.0793
Fisher Pivots for day following 19-Apr-2023
Pivot 1 day 3 day
R1 1.1074 1.1073
PP 1.1072 1.1072
S1 1.1071 1.1070

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

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