CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 1.1096 1.1148 0.0052 0.5% 1.1094
High 1.1206 1.1148 -0.0058 -0.5% 1.1112
Low 1.1096 1.1135 0.0039 0.4% 1.1040
Close 1.1159 1.1147 -0.0012 -0.1% 1.1098
Range 0.0110 0.0013 -0.0097 -88.6% 0.0072
ATR 0.0068 0.0065 -0.0003 -4.7% 0.0000
Volume 34 54 20 58.8% 233
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1181 1.1176 1.1154
R3 1.1168 1.1164 1.1150
R2 1.1156 1.1156 1.1149
R1 1.1151 1.1151 1.1148 1.1147
PP 1.1143 1.1143 1.1143 1.1141
S1 1.1139 1.1139 1.1146 1.1135
S2 1.1131 1.1131 1.1145
S3 1.1118 1.1126 1.1144
S4 1.1106 1.1114 1.1140
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% 0.0059 0.5% 60% False False 64
10 1.1206 1.1040 0.0166 1.5% 0.0057 0.5% 65% False False 61
20 1.1206 1.0925 0.0281 2.5% 0.0053 0.5% 79% False False 56
40 1.1206 1.0661 0.0545 4.9% 0.0055 0.5% 89% False False 69
60 1.1206 1.0661 0.0545 4.9% 0.0053 0.5% 89% False False 75
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1180
1.618 1.1168
1.000 1.1160
0.618 1.1155
HIGH 1.1148
0.618 1.1143
0.500 1.1141
0.382 1.1140
LOW 1.1135
0.618 1.1127
1.000 1.1123
1.618 1.1115
2.618 1.1102
4.250 1.1082
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 1.1145 1.1146
PP 1.1143 1.1146
S1 1.1141 1.1145

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

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