CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 1.0753 1.0730 -0.0023 -0.2% 1.0776
High 1.0793 1.0730 -0.0063 -0.6% 1.0793
Low 1.0717 1.0730 0.0013 0.1% 1.0676
Close 1.0752 1.0730 -0.0022 -0.2% 1.0752
Range 0.0076 0.0000 -0.0076 -100.0% 0.0117
ATR 0.0077 0.0073 -0.0004 -5.1% 0.0000
Volume 30 2 -28 -93.3% 1,058
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0730 1.0730 1.0730
R3 1.0730 1.0730 1.0730
R2 1.0730 1.0730 1.0730
R1 1.0730 1.0730 1.0730 1.0730
PP 1.0730 1.0730 1.0730 1.0730
S1 1.0730 1.0730 1.0730 1.0730
S2 1.0730 1.0730 1.0730
S3 1.0730 1.0730 1.0730
S4 1.0730 1.0730 1.0730
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% 0.0022 0.2% 46% False False 127
10 1.0793 1.0540 0.0253 2.4% 0.0042 0.4% 75% False False 120
20 1.0793 1.0451 0.0342 3.2% 0.0046 0.4% 82% False False 81
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0730
2.618 1.0730
1.618 1.0730
1.000 1.0730
0.618 1.0730
HIGH 1.0730
0.618 1.0730
0.500 1.0730
0.382 1.0730
LOW 1.0730
0.618 1.0730
1.000 1.0730
1.618 1.0730
2.618 1.0730
4.250 1.0730
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 1.0730 1.0755
PP 1.0730 1.0746
S1 1.0730 1.0738

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

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