CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 20-Apr-2023
Day Change Summary
Previous Current
19-Apr-2023 20-Apr-2023 Change Change % Previous Week
Open 1.1070 1.1085 0.0015 0.1% 1.1000
High 1.1100 1.1106 0.0006 0.1% 1.1191
Low 1.1042 1.1075 0.0034 0.3% 1.0985
Close 1.1075 1.1085 0.0010 0.1% 1.1120
Range 0.0059 0.0031 -0.0028 -47.0% 0.0206
ATR 0.0066 0.0063 -0.0002 -3.8% 0.0000
Volume 78 38 -40 -51.3% 502
Daily Pivots for day following 20-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1182 1.1164 1.1102
R3 1.1151 1.1133 1.1093
R2 1.1120 1.1120 1.1090
R1 1.1102 1.1102 1.1087 1.1095
PP 1.1089 1.1089 1.1089 1.1085
S1 1.1071 1.1071 1.1082 1.1064
S2 1.1058 1.1058 1.1079
S3 1.1027 1.1040 1.1076
S4 1.0996 1.1009 1.1067
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% 0.0056 0.5% 30% False False 58
10 1.1191 1.0985 0.0206 1.9% 0.0044 0.4% 48% False False 63
20 1.1191 1.0840 0.0351 3.2% 0.0053 0.5% 70% False False 46
40 1.1191 1.0661 0.0530 4.8% 0.0052 0.5% 80% False False 67
60 1.1199 1.0661 0.0538 4.9% 0.0051 0.5% 79% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1238
2.618 1.1187
1.618 1.1156
1.000 1.1137
0.618 1.1125
HIGH 1.1106
0.618 1.1094
0.500 1.1091
0.382 1.1087
LOW 1.1075
0.618 1.1056
1.000 1.1044
1.618 1.1025
2.618 1.0994
4.250 1.0943
Fisher Pivots for day following 20-Apr-2023
Pivot 1 day 3 day
R1 1.1091 1.1081
PP 1.1089 1.1077
S1 1.1087 1.1074

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

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