CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 1.1310 1.1303 -0.0007 -0.1% 1.1053
High 1.1327 1.1331 0.0004 0.0% 1.1327
Low 1.1288 1.1286 -0.0002 0.0% 1.1034
Close 1.1317 1.1326 0.0009 0.1% 1.1317
Range 0.0039 0.0045 0.0006 15.4% 0.0294
ATR 0.0069 0.0068 -0.0002 -2.5% 0.0000
Volume 1,083 981 -102 -9.4% 6,853
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1449 1.1432 1.1350
R3 1.1404 1.1387 1.1338
R2 1.1359 1.1359 1.1334
R1 1.1342 1.1342 1.1330 1.1351
PP 1.1314 1.1314 1.1314 1.1318
S1 1.1297 1.1297 1.1321 1.1306
S2 1.1269 1.1269 1.1317
S3 1.1224 1.1252 1.1313
S4 1.1179 1.1207 1.1301
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.2106 1.2005 1.1478
R3 1.1813 1.1712 1.1398
R2 1.1519 1.1519 1.1371
R1 1.1418 1.1418 1.1344 1.1469
PP 1.1226 1.1226 1.1226 1.1251
S1 1.1125 1.1125 1.1290 1.1175
S2 1.0932 1.0932 1.1263
S3 1.0639 1.0831 1.1236
S4 1.0345 1.0538 1.1156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1331 1.1064 0.0267 2.4% 0.0069 0.6% 98% True False 1,432
10 1.1331 1.0920 0.0411 3.6% 0.0068 0.6% 99% True False 1,019
20 1.1331 1.0920 0.0411 3.6% 0.0068 0.6% 99% True False 798
40 1.1331 1.0758 0.0574 5.1% 0.0060 0.5% 99% True False 650
60 1.1331 1.0758 0.0574 5.1% 0.0056 0.5% 99% True False 498
80 1.1331 1.0758 0.0574 5.1% 0.0056 0.5% 99% True False 385
100 1.1331 1.0661 0.0670 5.9% 0.0054 0.5% 99% True False 327
120 1.1331 1.0661 0.0670 5.9% 0.0054 0.5% 99% True False 284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1522
2.618 1.1449
1.618 1.1404
1.000 1.1376
0.618 1.1359
HIGH 1.1331
0.618 1.1314
0.500 1.1309
0.382 1.1303
LOW 1.1286
0.618 1.1258
1.000 1.1241
1.618 1.1213
2.618 1.1168
4.250 1.1095
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 1.1320 1.1309
PP 1.1314 1.1292
S1 1.1309 1.1276

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

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