CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 1.0730 1.0796 0.0066 0.6% 1.0867
High 1.0770 1.0819 0.0049 0.5% 1.0884
Low 1.0712 1.0759 0.0047 0.4% 1.0661
Close 1.0763 1.0824 0.0061 0.6% 1.0824
Range 0.0058 0.0060 0.0002 2.6% 0.0223
ATR 0.0072 0.0071 -0.0001 -1.2% 0.0000
Volume 259 13 -246 -95.0% 567
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0979 1.0961 1.0856
R3 1.0919 1.0901 1.0840
R2 1.0860 1.0860 1.0834
R1 1.0842 1.0842 1.0829 1.0851
PP 1.0800 1.0800 1.0800 1.0805
S1 1.0782 1.0782 1.0818 1.0791
S2 1.0741 1.0741 1.0813
S3 1.0681 1.0723 1.0807
S4 1.0622 1.0663 1.0791
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1459 1.1364 1.0946
R3 1.1236 1.1141 1.0885
R2 1.1013 1.1013 1.0864
R1 1.0918 1.0918 1.0844 1.0854
PP 1.0790 1.0790 1.0790 1.0757
S1 1.0695 1.0695 1.0803 1.0631
S2 1.0567 1.0567 1.0783
S3 1.0344 1.0472 1.0762
S4 1.0121 1.0249 1.0701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0884 1.0661 0.0223 2.1% 0.0069 0.6% 73% False False 113
10 1.0884 1.0661 0.0223 2.1% 0.0058 0.5% 73% False False 132
20 1.0884 1.0661 0.0223 2.1% 0.0045 0.4% 73% False False 96
40 1.1199 1.0661 0.0538 5.0% 0.0049 0.5% 30% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1071
2.618 1.0974
1.618 1.0915
1.000 1.0878
0.618 1.0855
HIGH 1.0819
0.618 1.0796
0.500 1.0789
0.382 1.0782
LOW 1.0759
0.618 1.0722
1.000 1.0700
1.618 1.0663
2.618 1.0603
4.250 1.0506
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 1.0812 1.0796
PP 1.0800 1.0768
S1 1.0789 1.0741

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

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