CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 1.0845 1.0920 0.0075 0.7% 1.0867
High 1.0867 1.0925 0.0058 0.5% 1.0884
Low 1.0845 1.0905 0.0060 0.6% 1.0661
Close 1.0867 1.0909 0.0042 0.4% 1.0824
Range 0.0022 0.0020 -0.0002 -9.1% 0.0223
ATR 0.0069 0.0068 -0.0001 -1.1% 0.0000
Volume 57 12 -45 -78.9% 567
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0973 1.0961 1.0920
R3 1.0953 1.0941 1.0914
R2 1.0933 1.0933 1.0912
R1 1.0921 1.0921 1.0910 1.0917
PP 1.0913 1.0913 1.0913 1.0911
S1 1.0901 1.0901 1.0907 1.0897
S2 1.0893 1.0893 1.0905
S3 1.0873 1.0881 1.0903
S4 1.0853 1.0861 1.0898
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 1.0925 1.0661 0.0264 2.4% 0.0064 0.6% 94% True False 102
10 1.0925 1.0661 0.0264 2.4% 0.0052 0.5% 94% True False 99
20 1.0925 1.0661 0.0264 2.4% 0.0043 0.4% 94% True False 96
40 1.1199 1.0661 0.0538 4.9% 0.0048 0.4% 46% False False 82
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0977
1.618 1.0957
1.000 1.0945
0.618 1.0937
HIGH 1.0925
0.618 1.0917
0.500 1.0915
0.382 1.0913
LOW 1.0905
0.618 1.0893
1.000 1.0885
1.618 1.0873
2.618 1.0853
4.250 1.0820
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 1.0915 1.0886
PP 1.0913 1.0864
S1 1.0911 1.0842

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

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