CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 1.1144 1.1165 0.0021 0.2% 1.1095
High 1.1160 1.1166 0.0006 0.0% 1.1181
Low 1.1086 1.1120 0.0035 0.3% 1.1065
Close 1.1144 1.1122 -0.0022 -0.2% 1.1144
Range 0.0075 0.0046 -0.0029 -38.9% 0.0116
ATR 0.0065 0.0063 -0.0001 -2.1% 0.0000
Volume 120 208 88 73.3% 1,144
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 1.1272 1.1243 1.1147
R3 1.1227 1.1197 1.1135
R2 1.1181 1.1181 1.1130
R1 1.1152 1.1152 1.1126 1.1144
PP 1.1136 1.1136 1.1136 1.1132
S1 1.1106 1.1106 1.1118 1.1098
S2 1.1090 1.1090 1.1114
S3 1.1045 1.1061 1.1109
S4 1.0999 1.1015 1.1097
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% 0.0056 0.5% 49% False False 230
10 1.1206 1.1065 0.0141 1.3% 0.0055 0.5% 41% False False 173
20 1.1206 1.1030 0.0176 1.6% 0.0053 0.5% 52% False False 129
40 1.1206 1.0661 0.0545 4.9% 0.0056 0.5% 85% False False 87
60 1.1206 1.0661 0.0545 4.9% 0.0050 0.4% 85% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1359
2.618 1.1285
1.618 1.1239
1.000 1.1211
0.618 1.1194
HIGH 1.1166
0.618 1.1148
0.500 1.1143
0.382 1.1137
LOW 1.1120
0.618 1.1092
1.000 1.1075
1.618 1.1046
2.618 1.1001
4.250 1.0927
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 1.1143 1.1131
PP 1.1136 1.1128
S1 1.1129 1.1125

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

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