CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 1.1095 1.1113 0.0018 0.2% 1.1094
High 1.1112 1.1165 0.0054 0.5% 1.1112
Low 1.1058 1.1113 0.0055 0.5% 1.1040
Close 1.1098 1.1165 0.0067 0.6% 1.1098
Range 0.0054 0.0053 -0.0001 -1.9% 0.0072
ATR 0.0062 0.0063 0.0000 0.5% 0.0000
Volume 102 126 24 23.5% 233
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1305 1.1288 1.1194
R3 1.1253 1.1235 1.1179
R2 1.1200 1.1200 1.1175
R1 1.1183 1.1183 1.1170 1.1191
PP 1.1148 1.1148 1.1148 1.1152
S1 1.1130 1.1130 1.1160 1.1139
S2 1.1095 1.1095 1.1155
S3 1.1043 1.1078 1.1151
S4 1.0990 1.1025 1.1136
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 1.1165 1.1042 0.0124 1.1% 0.0047 0.4% 100% True False 69
10 1.1191 1.1030 0.0161 1.4% 0.0050 0.5% 84% False False 85
20 1.1191 1.0925 0.0266 2.4% 0.0050 0.4% 90% False False 57
40 1.1191 1.0661 0.0530 4.7% 0.0052 0.5% 95% False False 69
60 1.1199 1.0661 0.0538 4.8% 0.0051 0.5% 94% False False 74
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1388
2.618 1.1302
1.618 1.1250
1.000 1.1218
0.618 1.1197
HIGH 1.1165
0.618 1.1145
0.500 1.1139
0.382 1.1133
LOW 1.1113
0.618 1.1080
1.000 1.1060
1.618 1.1028
2.618 1.0975
4.250 1.0889
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 1.1156 1.1147
PP 1.1148 1.1129
S1 1.1139 1.1112

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

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