CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 1.0788 1.0867 0.0079 0.7% 1.0803
High 1.0862 1.0884 0.0022 0.2% 1.0862
Low 1.0774 1.0840 0.0067 0.6% 1.0704
Close 1.0809 1.0884 0.0075 0.7% 1.0809
Range 0.0089 0.0044 -0.0045 -50.3% 0.0158
ATR 0.0063 0.0064 0.0001 1.3% 0.0000
Volume 147 60 -87 -59.2% 761
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1001 1.0987 1.0908
R3 1.0957 1.0943 1.0896
R2 1.0913 1.0913 1.0892
R1 1.0899 1.0899 1.0888 1.0906
PP 1.0869 1.0869 1.0869 1.0873
S1 1.0855 1.0855 1.0880 1.0862
S2 1.0825 1.0825 1.0876
S3 1.0781 1.0811 1.0872
S4 1.0737 1.0767 1.0860
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1266 1.1195 1.0896
R3 1.1108 1.1037 1.0852
R2 1.0950 1.0950 1.0838
R1 1.0879 1.0879 1.0823 1.0915
PP 1.0792 1.0792 1.0792 1.0809
S1 1.0721 1.0721 1.0795 1.0757
S2 1.0634 1.0634 1.0780
S3 1.0476 1.0563 1.0766
S4 1.0318 1.0405 1.0722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0704 0.0180 1.7% 0.0045 0.4% 100% True False 87
10 1.0884 1.0704 0.0180 1.7% 0.0040 0.4% 100% True False 102
20 1.0968 1.0704 0.0264 2.4% 0.0038 0.4% 68% False False 103
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1071
2.618 1.0999
1.618 1.0955
1.000 1.0928
0.618 1.0911
HIGH 1.0884
0.618 1.0867
0.500 1.0862
0.382 1.0857
LOW 1.0840
0.618 1.0813
1.000 1.0796
1.618 1.0769
2.618 1.0725
4.250 1.0653
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 1.0877 1.0856
PP 1.0869 1.0829
S1 1.0862 1.0801

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

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