CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 1.0753 1.0704 -0.0049 -0.5% 1.0751
High 1.0759 1.0726 -0.0033 -0.3% 1.0851
Low 1.0714 1.0704 -0.0010 -0.1% 1.0740
Close 1.0714 1.0713 -0.0002 0.0% 1.0794
Range 0.0045 0.0022 -0.0023 -51.7% 0.0111
ATR 0.0064 0.0061 -0.0003 -4.7% 0.0000
Volume 15 46 31 206.7% 269
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0779 1.0767 1.0724
R3 1.0757 1.0746 1.0718
R2 1.0736 1.0736 1.0716
R1 1.0724 1.0724 1.0714 1.0730
PP 1.0714 1.0714 1.0714 1.0717
S1 1.0703 1.0703 1.0711 1.0708
S2 1.0693 1.0693 1.0709
S3 1.0671 1.0681 1.0707
S4 1.0650 1.0660 1.0701
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 1.0831 1.0704 0.0127 1.2% 0.0037 0.3% 7% False True 123
10 1.0851 1.0704 0.0147 1.4% 0.0035 0.3% 6% False True 96
20 1.0970 1.0704 0.0266 2.5% 0.0040 0.4% 3% False True 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0817
2.618 1.0782
1.618 1.0760
1.000 1.0747
0.618 1.0739
HIGH 1.0726
0.618 1.0717
0.500 1.0715
0.382 1.0712
LOW 1.0704
0.618 1.0691
1.000 1.0683
1.618 1.0669
2.618 1.0648
4.250 1.0613
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 1.0715 1.0768
PP 1.0714 1.0749
S1 1.0713 1.0731

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

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