CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 1.1095 1.1112 0.0017 0.2% 1.1113
High 1.1095 1.1119 0.0024 0.2% 1.1206
Low 1.1095 1.1065 -0.0030 -0.3% 1.1082
Close 1.1095 1.1119 0.0024 0.2% 1.1140
Range 0.0000 0.0054 0.0054 0.0124
ATR 0.0064 0.0064 -0.0001 -1.2% 0.0000
Volume 202 159 -43 -21.3% 513
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 1.1263 1.1245 1.1149
R3 1.1209 1.1191 1.1134
R2 1.1155 1.1155 1.1129
R1 1.1137 1.1137 1.1124 1.1146
PP 1.1101 1.1101 1.1101 1.1106
S1 1.1083 1.1083 1.1114 1.1092
S2 1.1047 1.1047 1.1109
S3 1.0993 1.1029 1.1104
S4 1.0939 1.0975 1.1089
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 1.1065 0.0141 1.3% 0.0052 0.5% 38% False True 148
10 1.1206 1.1042 0.0164 1.5% 0.0052 0.5% 47% False False 109
20 1.1206 1.0985 0.0221 2.0% 0.0047 0.4% 61% False False 84
40 1.1206 1.0661 0.0545 4.9% 0.0055 0.5% 84% False False 73
60 1.1206 1.0661 0.0545 4.9% 0.0050 0.5% 84% False False 84
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1349
2.618 1.1260
1.618 1.1206
1.000 1.1173
0.618 1.1152
HIGH 1.1119
0.618 1.1098
0.500 1.1092
0.382 1.1086
LOW 1.1065
0.618 1.1032
1.000 1.1011
1.618 1.0978
2.618 1.0924
4.250 1.0836
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 1.1110 1.1118
PP 1.1101 1.1116
S1 1.1092 1.1115

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

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