CME Euro FX (E) Future December 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	1.0943	1.0896	-0.0048	-0.4%	1.0845
High	1.0960	1.0932	-0.0028	-0.3%	1.1046
Low	1.0840	1.0893	0.0053	0.5%	1.0840
Close	1.0892	1.0932	0.0040	0.4%	1.0892
Range	0.0120	0.0039	-0.0081	-67.5%	0.0207
ATR	0.0076	0.0073	-0.0003	-3.4%	0.0000
Volume	8	17	9	112.5%	100

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1036	1.1023	1.0953
R3	1.0997	1.0984	1.0942
R2	1.0958	1.0958	1.0939
R1	1.0945	1.0945	1.0935	1.0951
PP	1.0919	1.0919	1.0919	1.0922
S1	1.0906	1.0906	1.0928	1.0912
S2	1.0880	1.0880	1.0924
S3	1.0841	1.0867	1.0921
S4	1.0802	1.0828	1.0910

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.1545	1.1425	1.1005
R3	1.1339	1.1218	1.0948
R2	1.1132	1.1132	1.0929
R1	1.1012	1.1012	1.0910	1.1072
PP	1.0926	1.0926	1.0926	1.0956
S1	1.0805	1.0805	1.0873	1.0866
S2	1.0719	1.0719	1.0854
S3	1.0513	1.0599	1.0835
S4	1.0306	1.0392	1.0778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1046	1.0840	0.0207	1.9%	0.0070	0.6%	45%	False	False	12
10	1.1046	1.0661	0.0385	3.5%	0.0068	0.6%	70%	False	False	62
20	1.1046	1.0661	0.0385	3.5%	0.0054	0.5%	70%	False	False	82
40	1.1199	1.0661	0.0538	4.9%	0.0052	0.5%	50%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1097
2.618	1.1034
1.618	1.0995
1.000	1.0971
0.618	1.0956
HIGH	1.0932
0.618	1.0917
0.500	1.0912
0.382	1.0907
LOW	1.0893
0.618	1.0868
1.000	1.0854
1.618	1.0829
2.618	1.0790
4.250	1.0727

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	1.0925	1.0943
PP	1.0919	1.0939
S1	1.0912	1.0935

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols