CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 1.0996 1.1044 0.0048 0.4% 1.1028
High 1.1068 1.1053 -0.0015 -0.1% 1.1105
Low 1.0995 1.0992 -0.0003 0.0% 1.0939
Close 1.1053 1.1016 -0.0037 -0.3% 1.0985
Range 0.0074 0.0062 -0.0012 -16.3% 0.0166
ATR 0.0064 0.0064 0.0000 -0.3% 0.0000
Volume 428 427 -1 -0.2% 2,279
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1205 1.1172 1.1050
R3 1.1143 1.1110 1.1033
R2 1.1082 1.1082 1.1027
R1 1.1049 1.1049 1.1022 1.1035
PP 1.1020 1.1020 1.1020 1.1013
S1 1.0987 1.0987 1.1010 1.0973
S2 1.0959 1.0959 1.1005
S3 1.0897 1.0926 1.0999
S4 1.0836 1.0864 1.0982
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.1508 1.1412 1.1076
R3 1.1342 1.1246 1.1031
R2 1.1176 1.1176 1.1015
R1 1.1080 1.1080 1.1000 1.1045
PP 1.1010 1.1010 1.1010 1.0992
S1 1.0914 1.0914 1.0970 1.0879
S2 1.0844 1.0844 1.0955
S3 1.0678 1.0748 1.0939
S4 1.0512 1.0582 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1105 1.0939 0.0166 1.5% 0.0068 0.6% 46% False False 567
10 1.1105 1.0884 0.0221 2.0% 0.0074 0.7% 60% False False 950
20 1.1105 1.0758 0.0348 3.2% 0.0063 0.6% 74% False False 683
40 1.1181 1.0758 0.0424 3.8% 0.0053 0.5% 61% False False 433
60 1.1206 1.0758 0.0448 4.1% 0.0051 0.5% 58% False False 315
80 1.1206 1.0661 0.0545 4.9% 0.0054 0.5% 65% False False 251
100 1.1206 1.0661 0.0545 4.9% 0.0051 0.5% 65% False False 222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1314
2.618 1.1214
1.618 1.1153
1.000 1.1115
0.618 1.1091
HIGH 1.1053
0.618 1.1030
0.500 1.1022
0.382 1.1015
LOW 1.0992
0.618 1.0953
1.000 1.0930
1.618 1.0892
2.618 1.0830
4.250 1.0730
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 1.1022 1.1025
PP 1.1020 1.1022
S1 1.1018 1.1019

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

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