CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 1.0730 1.0769 0.0039 0.4% 1.0776
High 1.0730 1.0874 0.0144 1.3% 1.0793
Low 1.0730 1.0769 0.0039 0.4% 1.0676
Close 1.0730 1.0839 0.0110 1.0% 1.0752
Range 0.0000 0.0105 0.0105 0.0117
ATR 0.0073 0.0078 0.0005 6.9% 0.0000
Volume 2 116 114 5,700.0% 1,058
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1142 1.1096 1.0897
R3 1.1037 1.0991 1.0868
R2 1.0932 1.0932 1.0858
R1 1.0886 1.0886 1.0849 1.0909
PP 1.0827 1.0827 1.0827 1.0839
S1 1.0781 1.0781 1.0829 1.0804
S2 1.0722 1.0722 1.0820
S3 1.0617 1.0676 1.0810
S4 1.0512 1.0571 1.0781
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 1.0874 1.0702 0.0172 1.6% 0.0043 0.4% 80% True False 96
10 1.0874 1.0608 0.0266 2.4% 0.0052 0.5% 87% True False 129
20 1.0874 1.0451 0.0423 3.9% 0.0050 0.5% 92% True False 85
40 1.0874 0.9946 0.0928 8.6% 0.0053 0.5% 96% True False 58
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1320
2.618 1.1148
1.618 1.1043
1.000 1.0979
0.618 1.0938
HIGH 1.0874
0.618 1.0833
0.500 1.0821
0.382 1.0809
LOW 1.0769
0.618 1.0704
1.000 1.0664
1.618 1.0599
2.618 1.0494
4.250 1.0322
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 1.0833 1.0824
PP 1.0827 1.0810
S1 1.0821 1.0795

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

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