CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 09-Dec-2022
Day Change Summary
Previous Current
08-Dec-2022 09-Dec-2022 Change Change % Previous Week
Open 1.0768 1.0753 -0.0015 -0.1% 1.0776
High 1.0768 1.0793 0.0025 0.2% 1.0793
Low 1.0768 1.0717 -0.0051 -0.5% 1.0676
Close 1.0768 1.0752 -0.0016 -0.1% 1.0752
Range 0.0000 0.0076 0.0076 0.0117
ATR 0.0078 0.0077 0.0000 -0.2% 0.0000
Volume 0 30 30 1,058
Daily Pivots for day following 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0980 1.0941 1.0793
R3 1.0905 1.0866 1.0772
R2 1.0829 1.0829 1.0765
R1 1.0790 1.0790 1.0758 1.0772
PP 1.0754 1.0754 1.0754 1.0745
S1 1.0715 1.0715 1.0745 1.0697
S2 1.0678 1.0678 1.0738
S3 1.0603 1.0639 1.0731
S4 1.0527 1.0564 1.0710
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1090 1.1037 1.0816
R3 1.0973 1.0921 1.0784
R2 1.0857 1.0857 1.0773
R1 1.0804 1.0804 1.0762 1.0772
PP 1.0740 1.0740 1.0740 1.0724
S1 1.0688 1.0688 1.0741 1.0656
S2 1.0624 1.0624 1.0730
S3 1.0507 1.0571 1.0719
S4 1.0391 1.0455 1.0687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0793 1.0676 0.0117 1.1% 0.0036 0.3% 65% True False 211
10 1.0793 1.0540 0.0253 2.3% 0.0052 0.5% 84% True False 121
20 1.0793 1.0395 0.0398 3.7% 0.0055 0.5% 90% True False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1113
2.618 1.0990
1.618 1.0915
1.000 1.0868
0.618 1.0839
HIGH 1.0793
0.618 1.0764
0.500 1.0755
0.382 1.0746
LOW 1.0717
0.618 1.0670
1.000 1.0642
1.618 1.0595
2.618 1.0519
4.250 1.0396
Fisher Pivots for day following 09-Dec-2022
Pivot 1 day 3 day
R1 1.0755 1.0750
PP 1.0754 1.0749
S1 1.0753 1.0747

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

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