CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 1.1101 1.1199 0.0098 0.9% 1.1050
High 1.1158 1.1199 0.0042 0.4% 1.1104
Low 1.1101 1.1087 -0.0014 -0.1% 1.1024
Close 1.1158 1.1087 -0.0071 -0.6% 1.1053
Range 0.0057 0.0112 0.0056 98.2% 0.0081
ATR
Volume 8 23 15 187.5% 151
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1460 1.1386 1.1149
R3 1.1348 1.1274 1.1118
R2 1.1236 1.1236 1.1108
R1 1.1162 1.1162 1.1097 1.1143
PP 1.1124 1.1124 1.1124 1.1115
S1 1.1050 1.1050 1.1077 1.1031
S2 1.1012 1.1012 1.1066
S3 1.0900 1.0938 1.1056
S4 1.0788 1.0826 1.1025
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 1.1199 1.1018 0.0182 1.6% 0.0051 0.5% 38% True False 11
10 1.1199 1.0998 0.0202 1.8% 0.0047 0.4% 44% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1675
2.618 1.1492
1.618 1.1380
1.000 1.1311
0.618 1.1268
HIGH 1.1199
0.618 1.1156
0.500 1.1143
0.382 1.1130
LOW 1.1087
0.618 1.1018
1.000 1.0975
1.618 1.0906
2.618 1.0794
4.250 1.0611
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 1.1143 1.1108
PP 1.1124 1.1101
S1 1.1106 1.1094

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

View Archives - Comment on this page... - Back to Index of Symbols