CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 1.1018 1.1084 0.0066 0.6% 1.0843
High 1.1087 1.1105 0.0019 0.2% 1.1067
Low 1.1007 1.1046 0.0039 0.4% 1.0842
Close 1.1082 1.1053 -0.0029 -0.3% 1.1043
Range 0.0080 0.0059 -0.0021 -25.8% 0.0226
ATR 0.0062 0.0062 0.0000 -0.3% 0.0000
Volume 342 806 464 135.7% 8,577
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1245 1.1208 1.1085
R3 1.1186 1.1149 1.1069
R2 1.1127 1.1127 1.1064
R1 1.1090 1.1090 1.1058 1.1079
PP 1.1068 1.1068 1.1068 1.1063
S1 1.1031 1.1031 1.1048 1.1020
S2 1.1009 1.1009 1.1042
S3 1.0950 1.0972 1.1037
S4 1.0891 1.0913 1.1021
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1660 1.1577 1.1167
R3 1.1435 1.1352 1.1105
R2 1.1209 1.1209 1.1084
R1 1.1126 1.1126 1.1064 1.1168
PP 1.0984 1.0984 1.0984 1.1005
S1 1.0901 1.0901 1.1022 1.0942
S2 1.0758 1.0758 1.1002
S3 1.0533 1.0675 1.0981
S4 1.0307 1.0450 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1105 1.0914 0.0192 1.7% 0.0075 0.7% 73% True False 963
10 1.1105 1.0806 0.0300 2.7% 0.0066 0.6% 83% True False 1,040
20 1.1105 1.0758 0.0348 3.1% 0.0055 0.5% 85% True False 610
40 1.1206 1.0758 0.0448 4.1% 0.0051 0.5% 66% False False 397
60 1.1206 1.0758 0.0448 4.1% 0.0052 0.5% 66% False False 283
80 1.1206 1.0661 0.0545 4.9% 0.0052 0.5% 72% False False 233
100 1.1206 1.0661 0.0545 4.9% 0.0052 0.5% 72% False False 203
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1356
2.618 1.1259
1.618 1.1200
1.000 1.1164
0.618 1.1141
HIGH 1.1105
0.618 1.1082
0.500 1.1076
0.382 1.1069
LOW 1.1046
0.618 1.1010
1.000 1.0987
1.618 1.0951
2.618 1.0892
4.250 1.0795
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 1.1076 1.1051
PP 1.1068 1.1049
S1 1.1061 1.1048

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

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