CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 1.1085 1.1095 0.0010 0.1% 1.1094
High 1.1106 1.1112 0.0006 0.0% 1.1112
Low 1.1075 1.1058 -0.0017 -0.2% 1.1040
Close 1.1085 1.1098 0.0014 0.1% 1.1098
Range 0.0031 0.0054 0.0023 72.6% 0.0072
ATR 0.0063 0.0062 -0.0001 -1.1% 0.0000
Volume 38 102 64 168.4% 233
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1250 1.1227 1.1127
R3 1.1196 1.1174 1.1113
R2 1.1143 1.1143 1.1108
R1 1.1120 1.1120 1.1103 1.1132
PP 1.1089 1.1089 1.1089 1.1095
S1 1.1067 1.1067 1.1093 1.1078
S2 1.1036 1.1036 1.1088
S3 1.0982 1.1013 1.1083
S4 1.0929 1.0960 1.1069
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1298 1.1269 1.1137
R3 1.1226 1.1198 1.1118
R2 1.1155 1.1155 1.1111
R1 1.1126 1.1126 1.1105 1.1141
PP 1.1083 1.1083 1.1083 1.1090
S1 1.1055 1.1055 1.1091 1.1069
S2 1.1012 1.1012 1.1085
S3 1.0940 1.0983 1.1078
S4 1.0869 1.0912 1.1059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1112 1.1040 0.0072 0.6% 0.0047 0.4% 81% True False 46
10 1.1191 1.0985 0.0206 1.9% 0.0047 0.4% 55% False False 73
20 1.1191 1.0893 0.0298 2.7% 0.0049 0.4% 69% False False 51
40 1.1191 1.0661 0.0530 4.8% 0.0051 0.5% 83% False False 68
60 1.1199 1.0661 0.0538 4.8% 0.0051 0.5% 81% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1339
2.618 1.1252
1.618 1.1198
1.000 1.1165
0.618 1.1145
HIGH 1.1112
0.618 1.1091
0.500 1.1085
0.382 1.1078
LOW 1.1058
0.618 1.1025
1.000 1.1005
1.618 1.0971
2.618 1.0918
4.250 1.0831
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 1.1094 1.1091
PP 1.1089 1.1084
S1 1.1085 1.1077

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

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