CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 1.1199 1.0989 -0.0211 -1.9% 1.1029
High 1.1199 1.1113 -0.0087 -0.8% 1.1199
Low 1.1087 1.0979 -0.0109 -1.0% 1.0979
Close 1.1087 1.0989 -0.0099 -0.9% 1.0989
Range 0.0112 0.0134 0.0022 19.6% 0.0221
ATR 0.0000 0.0060 0.0060 0.0000
Volume 23 52 29 126.1% 102
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1429 1.1343 1.1062
R3 1.1295 1.1209 1.1025
R2 1.1161 1.1161 1.1013
R1 1.1075 1.1075 1.1001 1.1056
PP 1.1027 1.1027 1.1027 1.1017
S1 1.0941 1.0941 1.0976 1.0922
S2 1.0893 1.0893 1.0964
S3 1.0759 1.0807 1.0952
S4 1.0625 1.0673 1.0915
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1717 1.1573 1.1110
R3 1.1496 1.1353 1.1049
R2 1.1276 1.1276 1.1029
R1 1.1132 1.1132 1.1009 1.1094
PP 1.1055 1.1055 1.1055 1.1036
S1 1.0912 1.0912 1.0968 1.0873
S2 1.0835 1.0835 1.0948
S3 1.0614 1.0691 1.0928
S4 1.0394 1.0471 1.0867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1199 1.0979 0.0221 2.0% 0.0066 0.6% 5% False True 20
10 1.1199 1.0979 0.0221 2.0% 0.0055 0.5% 5% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1682
2.618 1.1463
1.618 1.1329
1.000 1.1247
0.618 1.1195
HIGH 1.1113
0.618 1.1061
0.500 1.1046
0.382 1.1030
LOW 1.0979
0.618 1.0896
1.000 1.0845
1.618 1.0762
2.618 1.0628
4.250 1.0409
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 1.1046 1.1089
PP 1.1027 1.1055
S1 1.1008 1.1022

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

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