CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 08-Feb-2023
Day Change Summary
Previous Current
07-Feb-2023 08-Feb-2023 Change Change % Previous Week
Open 1.0888 1.0937 0.0050 0.5% 1.1029
High 1.0943 1.0939 -0.0004 0.0% 1.1199
Low 1.0879 1.0903 0.0024 0.2% 1.0979
Close 1.0904 1.0908 0.0005 0.0% 1.0989
Range 0.0064 0.0036 -0.0028 -43.8% 0.0221
ATR 0.0062 0.0061 -0.0002 -3.0% 0.0000
Volume 8 269 261 3,262.5% 102
Daily Pivots for day following 08-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1024 1.1002 1.0928
R3 1.0988 1.0966 1.0918
R2 1.0952 1.0952 1.0915
R1 1.0930 1.0930 1.0911 1.0923
PP 1.0916 1.0916 1.0916 1.0913
S1 1.0894 1.0894 1.0905 1.0887
S2 1.0880 1.0880 1.0901
S3 1.0844 1.0858 1.0898
S4 1.0808 1.0822 1.0888
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 1.0879 0.0321 2.9% 0.0081 0.7% 9% False False 71
10 1.1199 1.0879 0.0321 2.9% 0.0059 0.5% 9% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1092
2.618 1.1033
1.618 1.0997
1.000 1.0975
0.618 1.0961
HIGH 1.0939
0.618 1.0925
0.500 1.0921
0.382 1.0916
LOW 1.0903
0.618 1.0880
1.000 1.0867
1.618 1.0844
2.618 1.0808
4.250 1.0750
Fisher Pivots for day following 08-Feb-2023
Pivot 1 day 3 day
R1 1.0921 1.0919
PP 1.0916 1.0916
S1 1.0912 1.0912

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

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