CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 1.0796 1.0845 0.0050 0.5% 1.0867
High 1.0819 1.0867 0.0049 0.4% 1.0884
Low 1.0759 1.0845 0.0086 0.8% 1.0661
Close 1.0824 1.0867 0.0044 0.4% 1.0824
Range 0.0060 0.0022 -0.0038 -63.0% 0.0223
ATR 0.0071 0.0069 -0.0002 -2.8% 0.0000
Volume 13 57 44 338.5% 567
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0926 1.0918 1.0879
R3 1.0904 1.0896 1.0873
R2 1.0882 1.0882 1.0871
R1 1.0874 1.0874 1.0869 1.0878
PP 1.0860 1.0860 1.0860 1.0862
S1 1.0852 1.0852 1.0865 1.0856
S2 1.0838 1.0838 1.0863
S3 1.0816 1.0830 1.0861
S4 1.0794 1.0808 1.0855
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 1.0883 1.0661 0.0222 2.0% 0.0065 0.6% 93% False False 112
10 1.0884 1.0661 0.0223 2.1% 0.0055 0.5% 92% False False 100
20 1.0884 1.0661 0.0223 2.1% 0.0042 0.4% 92% False False 95
40 1.1199 1.0661 0.0538 5.0% 0.0049 0.4% 38% False False 85
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0925
1.618 1.0903
1.000 1.0889
0.618 1.0881
HIGH 1.0867
0.618 1.0859
0.500 1.0856
0.382 1.0853
LOW 1.0845
0.618 1.0831
1.000 1.0823
1.618 1.0809
2.618 1.0787
4.250 1.0752
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 1.0863 1.0841
PP 1.0860 1.0815
S1 1.0856 1.0790

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

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