CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 1.1148 1.1129 -0.0019 -0.2% 1.1113
High 1.1148 1.1165 0.0018 0.2% 1.1206
Low 1.1135 1.1082 -0.0053 -0.5% 1.1082
Close 1.1147 1.1140 -0.0007 -0.1% 1.1140
Range 0.0013 0.0083 0.0071 564.0% 0.0124
ATR 0.0065 0.0066 0.0001 2.0% 0.0000
Volume 54 292 238 440.7% 513
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1378 1.1342 1.1186
R3 1.1295 1.1259 1.1163
R2 1.1212 1.1212 1.1155
R1 1.1176 1.1176 1.1148 1.1194
PP 1.1129 1.1129 1.1129 1.1138
S1 1.1093 1.1093 1.1132 1.1111
S2 1.1046 1.1046 1.1125
S3 1.0963 1.1010 1.1117
S4 1.0880 1.0927 1.1094
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 1.1513 1.1450 1.1208
R3 1.1390 1.1327 1.1174
R2 1.1266 1.1266 1.1163
R1 1.1203 1.1203 1.1151 1.1235
PP 1.1143 1.1143 1.1143 1.1158
S1 1.1080 1.1080 1.1129 1.1111
S2 1.1019 1.1019 1.1117
S3 1.0896 1.0956 1.1106
S4 1.0772 1.0833 1.1072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1206 1.1082 0.0124 1.1% 0.0065 0.6% 47% False True 102
10 1.1206 1.1040 0.0166 1.5% 0.0056 0.5% 60% False False 74
20 1.1206 1.0925 0.0281 2.5% 0.0054 0.5% 77% False False 70
40 1.1206 1.0661 0.0545 4.9% 0.0056 0.5% 88% False False 74
60 1.1206 1.0661 0.0545 4.9% 0.0053 0.5% 88% False False 79
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1518
2.618 1.1382
1.618 1.1299
1.000 1.1248
0.618 1.1216
HIGH 1.1165
0.618 1.1133
0.500 1.1124
0.382 1.1114
LOW 1.1082
0.618 1.1031
1.000 1.0999
1.618 1.0948
2.618 1.0865
4.250 1.0729
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 1.1135 1.1144
PP 1.1129 1.1143
S1 1.1124 1.1141

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

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