CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1.1177 1.1144 -0.0033 -0.3% 1.1095
High 1.1177 1.1160 -0.0017 -0.1% 1.1181
Low 1.1114 1.1086 -0.0029 -0.3% 1.1065
Close 1.1131 1.1144 0.0014 0.1% 1.1144
Range 0.0063 0.0075 0.0012 19.2% 0.0116
ATR 0.0064 0.0065 0.0001 1.2% 0.0000
Volume 616 120 -496 -80.5% 1,144
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1353 1.1323 1.1185
R3 1.1279 1.1249 1.1164
R2 1.1204 1.1204 1.1158
R1 1.1174 1.1174 1.1151 1.1181
PP 1.1130 1.1130 1.1130 1.1133
S1 1.1100 1.1100 1.1137 1.1107
S2 1.1055 1.1055 1.1130
S3 1.0981 1.1025 1.1124
S4 1.0906 1.0951 1.1103
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 1.1478 1.1427 1.1208
R3 1.1362 1.1311 1.1176
R2 1.1246 1.1246 1.1165
R1 1.1195 1.1195 1.1155 1.1221
PP 1.1130 1.1130 1.1130 1.1143
S1 1.1079 1.1079 1.1133 1.1105
S2 1.1014 1.1014 1.1123
S3 1.0898 1.0963 1.1112
S4 1.0782 1.0847 1.1080
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% 0.0046 0.4% 68% False False 228
10 1.1206 1.1065 0.0141 1.3% 0.0055 0.5% 56% False False 165
20 1.1206 1.0985 0.0221 2.0% 0.0051 0.5% 72% False False 119
40 1.1206 1.0661 0.0545 4.9% 0.0056 0.5% 89% False False 83
60 1.1206 1.0661 0.0545 4.9% 0.0051 0.5% 89% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1477
2.618 1.1355
1.618 1.1281
1.000 1.1235
0.618 1.1206
HIGH 1.1160
0.618 1.1132
0.500 1.1123
0.382 1.1114
LOW 1.1086
0.618 1.1039
1.000 1.1011
1.618 1.0965
2.618 1.0890
4.250 1.0769
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1.1137 1.1140
PP 1.1130 1.1137
S1 1.1123 1.1133

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

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