CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 04-May-2023
Day Change Summary
Previous Current
03-May-2023 04-May-2023 Change Change % Previous Week
Open 1.1144 1.1177 0.0033 0.3% 1.1113
High 1.1181 1.1177 -0.0005 0.0% 1.1206
Low 1.1140 1.1114 -0.0026 -0.2% 1.1082
Close 1.1181 1.1131 -0.0051 -0.5% 1.1140
Range 0.0041 0.0063 0.0022 52.4% 0.0124
ATR 0.0064 0.0064 0.0000 0.4% 0.0000
Volume 47 616 569 1,210.6% 513
Daily Pivots for day following 04-May-2023
Classic Woodie Camarilla DeMark
R4 1.1328 1.1292 1.1165
R3 1.1265 1.1229 1.1148
R2 1.1203 1.1203 1.1142
R1 1.1167 1.1167 1.1136 1.1154
PP 1.1140 1.1140 1.1140 1.1134
S1 1.1104 1.1104 1.1125 1.1091
S2 1.1078 1.1078 1.1119
S3 1.1015 1.1042 1.1113
S4 1.0953 1.0979 1.1096
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 1.1181 1.1065 0.0116 1.0% 0.0048 0.4% 56% False False 263
10 1.1206 1.1058 0.0148 1.3% 0.0053 0.5% 49% False False 163
20 1.1206 1.0985 0.0221 2.0% 0.0049 0.4% 66% False False 113
40 1.1206 1.0661 0.0545 4.9% 0.0056 0.5% 86% False False 84
60 1.1206 1.0661 0.0545 4.9% 0.0050 0.5% 86% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1442
2.618 1.1340
1.618 1.1278
1.000 1.1239
0.618 1.1215
HIGH 1.1177
0.618 1.1153
0.500 1.1145
0.382 1.1138
LOW 1.1114
0.618 1.1075
1.000 1.1052
1.618 1.1013
2.618 1.0950
4.250 1.0848
Fisher Pivots for day following 04-May-2023
Pivot 1 day 3 day
R1 1.1145 1.1128
PP 1.1140 1.1126
S1 1.1135 1.1123

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

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