CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 1.0806 1.0806 -0.0001 0.0% 1.0841
High 1.0830 1.0888 0.0058 0.5% 1.0888
Low 1.0784 1.0806 0.0022 0.2% 1.0758
Close 1.0812 1.0888 0.0076 0.7% 1.0825
Range 0.0047 0.0082 0.0036 76.3% 0.0131
ATR 0.0055 0.0057 0.0002 3.6% 0.0000
Volume 26 129 103 396.2% 1,149
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1106 1.1079 1.0933
R3 1.1024 1.0997 1.0910
R2 1.0942 1.0942 1.0903
R1 1.0915 1.0915 1.0895 1.0929
PP 1.0860 1.0860 1.0860 1.0867
S1 1.0833 1.0833 1.0880 1.0847
S2 1.0778 1.0778 1.0872
S3 1.0696 1.0751 1.0865
S4 1.0614 1.0669 1.0842
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1215 1.1150 1.0896
R3 1.1084 1.1020 1.0860
R2 1.0954 1.0954 1.0848
R1 1.0889 1.0889 1.0836 1.0856
PP 1.0823 1.0823 1.0823 1.0807
S1 1.0759 1.0759 1.0813 1.0726
S2 1.0693 1.0693 1.0801
S3 1.0562 1.0628 1.0789
S4 1.0432 1.0498 1.0753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0888 1.0784 0.0105 1.0% 0.0052 0.5% 100% False False 136
10 1.0888 1.0758 0.0131 1.2% 0.0052 0.5% 100% False False 193
20 1.1078 1.0758 0.0321 2.9% 0.0046 0.4% 41% False False 180
40 1.1206 1.0758 0.0448 4.1% 0.0049 0.5% 29% False False 155
60 1.1206 1.0712 0.0494 4.5% 0.0051 0.5% 36% False False 119
80 1.1206 1.0661 0.0545 5.0% 0.0048 0.4% 42% False False 111
100 1.1206 1.0661 0.0545 5.0% 0.0050 0.5% 42% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1236
2.618 1.1102
1.618 1.1020
1.000 1.0970
0.618 1.0938
HIGH 1.0888
0.618 1.0856
0.500 1.0847
0.382 1.0837
LOW 1.0806
0.618 1.0755
1.000 1.0724
1.618 1.0673
2.618 1.0591
4.250 1.0457
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 1.0874 1.0870
PP 1.0860 1.0853
S1 1.0847 1.0836

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

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