CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 1.1018 1.1101 0.0084 0.8% 1.1050
High 1.1044 1.1158 0.0114 1.0% 1.1104
Low 1.1018 1.1101 0.0084 0.8% 1.1024
Close 1.1044 1.1158 0.0114 1.0% 1.1053
Range 0.0027 0.0057 0.0030 113.2% 0.0081
ATR
Volume 4 8 4 100.0% 151
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1308 1.1289 1.1189
R3 1.1252 1.1233 1.1173
R2 1.1195 1.1195 1.1168
R1 1.1176 1.1176 1.1163 1.1186
PP 1.1139 1.1139 1.1139 1.1143
S1 1.1120 1.1120 1.1152 1.1129
S2 1.1082 1.1082 1.1147
S3 1.1026 1.1063 1.1142
S4 1.0969 1.1007 1.1126
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1302 1.1258 1.1097
R3 1.1221 1.1177 1.1075
R2 1.1141 1.1141 1.1068
R1 1.1097 1.1097 1.1060 1.1119
PP 1.1060 1.1060 1.1060 1.1071
S1 1.1016 1.1016 1.1046 1.1038
S2 1.0980 1.0980 1.1038
S3 1.0899 1.0936 1.1031
S4 1.0819 1.0855 1.1009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1158 1.1018 0.0140 1.3% 0.0037 0.3% 100% True False 8
10 1.1158 1.0998 0.0160 1.4% 0.0038 0.3% 100% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1398
2.618 1.1305
1.618 1.1249
1.000 1.1214
0.618 1.1192
HIGH 1.1158
0.618 1.1136
0.500 1.1129
0.382 1.1123
LOW 1.1101
0.618 1.1066
1.000 1.1045
1.618 1.1010
2.618 1.0953
4.250 1.0861
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 1.1148 1.1134
PP 1.1139 1.1111
S1 1.1129 1.1088

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

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