CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 26-Apr-2023
Day Change Summary
Previous Current
25-Apr-2023 26-Apr-2023 Change Change % Previous Week
Open 1.1150 1.1096 -0.0054 -0.5% 1.1094
High 1.1150 1.1206 0.0056 0.5% 1.1112
Low 1.1085 1.1096 0.0011 0.1% 1.1040
Close 1.1090 1.1159 0.0069 0.6% 1.1098
Range 0.0065 0.0110 0.0045 68.5% 0.0072
ATR 0.0064 0.0068 0.0004 5.8% 0.0000
Volume 7 34 27 385.7% 233
Daily Pivots for day following 26-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1482 1.1430 1.1219
R3 1.1372 1.1320 1.1189
R2 1.1263 1.1263 1.1179
R1 1.1211 1.1211 1.1169 1.1237
PP 1.1153 1.1153 1.1153 1.1166
S1 1.1101 1.1101 1.1148 1.1127
S2 1.1044 1.1044 1.1138
S3 1.0934 1.0992 1.1128
S4 1.0825 1.0882 1.1098
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 1.1206 1.1058 0.0148 1.3% 0.0062 0.6% 68% True False 61
10 1.1206 1.1040 0.0166 1.5% 0.0061 0.5% 72% True False 63
20 1.1206 1.0925 0.0281 2.5% 0.0057 0.5% 83% True False 57
40 1.1206 1.0661 0.0545 4.9% 0.0055 0.5% 91% True False 70
60 1.1206 1.0661 0.0545 4.9% 0.0054 0.5% 91% True False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1671
2.618 1.1492
1.618 1.1383
1.000 1.1315
0.618 1.1273
HIGH 1.1206
0.618 1.1164
0.500 1.1151
0.382 1.1138
LOW 1.1096
0.618 1.1028
1.000 1.0987
1.618 1.0919
2.618 1.0809
4.250 1.0631
Fisher Pivots for day following 26-Apr-2023
Pivot 1 day 3 day
R1 1.1156 1.1154
PP 1.1153 1.1150
S1 1.1151 1.1145

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

View Archives - Comment on this page... - Back to Index of Symbols