CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 1.0803 1.0753 -0.0050 -0.5% 1.0751
High 1.0831 1.0759 -0.0073 -0.7% 1.0851
Low 1.0780 1.0714 -0.0066 -0.6% 1.0740
Close 1.0831 1.0714 -0.0117 -1.1% 1.0794
Range 0.0051 0.0045 -0.0007 -12.7% 0.0111
ATR 0.0060 0.0064 0.0004 6.9% 0.0000
Volume 384 15 -369 -96.1% 269
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0862 1.0833 1.0738
R3 1.0818 1.0788 1.0726
R2 1.0773 1.0773 1.0722
R1 1.0744 1.0744 1.0718 1.0736
PP 1.0729 1.0729 1.0729 1.0725
S1 1.0699 1.0699 1.0710 1.0692
S2 1.0684 1.0684 1.0706
S3 1.0640 1.0655 1.0702
S4 1.0595 1.0610 1.0690
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1072 1.0855
R3 1.1017 1.0961 1.0824
R2 1.0906 1.0906 1.0814
R1 1.0850 1.0850 1.0804 1.0878
PP 1.0795 1.0795 1.0795 1.0809
S1 1.0739 1.0739 1.0783 1.0767
S2 1.0684 1.0684 1.0773
S3 1.0573 1.0628 1.0763
S4 1.0462 1.0517 1.0732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0714 0.0137 1.3% 0.0039 0.4% 0% False True 114
10 1.0851 1.0707 0.0144 1.3% 0.0033 0.3% 5% False False 92
20 1.0970 1.0707 0.0264 2.5% 0.0042 0.4% 3% False False 108
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0948
2.618 1.0875
1.618 1.0831
1.000 1.0803
0.618 1.0786
HIGH 1.0759
0.618 1.0742
0.500 1.0736
0.382 1.0731
LOW 1.0714
0.618 1.0686
1.000 1.0670
1.618 1.0642
2.618 1.0597
4.250 1.0525
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 1.0736 1.0773
PP 1.0729 1.0753
S1 1.0721 1.0734

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

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