CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 1.0775 1.0773 -0.0002 0.0% 1.0757
High 1.0828 1.0793 -0.0035 -0.3% 1.0828
Low 1.0758 1.0635 -0.0123 -1.1% 1.0731
Close 1.0817 1.0679 -0.0138 -1.3% 1.0817
Range 0.0070 0.0158 0.0089 127.3% 0.0097
ATR 0.0075 0.0082 0.0008 10.3% 0.0000
Volume 387 427 40 10.3% 1,074
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1176 1.1086 1.0766
R3 1.1018 1.0928 1.0722
R2 1.0860 1.0860 1.0708
R1 1.0770 1.0770 1.0693 1.0736
PP 1.0702 1.0702 1.0702 1.0686
S1 1.0612 1.0612 1.0665 1.0578
S2 1.0544 1.0544 1.0650
S3 1.0386 1.0454 1.0636
S4 1.0228 1.0296 1.0592
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1083 1.1047 1.0870
R3 1.0986 1.0950 1.0844
R2 1.0889 1.0889 1.0835
R1 1.0853 1.0853 1.0826 1.0871
PP 1.0792 1.0792 1.0792 1.0801
S1 1.0756 1.0756 1.0808 1.0774
S2 1.0695 1.0695 1.0799
S3 1.0598 1.0659 1.0790
S4 1.0501 1.0562 1.0764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0828 1.0635 0.0193 1.8% 0.0078 0.7% 23% False True 300
10 1.0828 1.0635 0.0193 1.8% 0.0065 0.6% 23% False True 343
20 1.0860 1.0608 0.0252 2.4% 0.0074 0.7% 28% False False 767
40 1.0860 0.9920 0.0941 8.8% 0.0084 0.8% 81% False False 479
60 1.0860 0.9826 0.1034 9.7% 0.0079 0.7% 82% False False 410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1465
2.618 1.1207
1.618 1.1049
1.000 1.0951
0.618 1.0891
HIGH 1.0793
0.618 1.0733
0.500 1.0714
0.382 1.0695
LOW 1.0635
0.618 1.0537
1.000 1.0477
1.618 1.0379
2.618 1.0221
4.250 0.9964
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 1.0714 1.0731
PP 1.0702 1.0714
S1 1.0691 1.0696

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

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