CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 1.0787 1.0817 0.0031 0.3% 1.0730
High 1.0787 1.0817 0.0031 0.3% 1.0907
Low 1.0787 1.0803 0.0016 0.1% 1.0730
Close 1.0787 1.0803 0.0016 0.1% 1.0782
Range 0.0000 0.0015 0.0015 0.0178
ATR 0.0074 0.0071 -0.0003 -4.2% 0.0000
Volume 4 3 -1 -25.0% 191
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0851 1.0841 1.0810
R3 1.0836 1.0827 1.0806
R2 1.0822 1.0822 1.0805
R1 1.0812 1.0812 1.0804 1.0810
PP 1.0807 1.0807 1.0807 1.0806
S1 1.0798 1.0798 1.0801 1.0795
S2 1.0793 1.0793 1.0800
S3 1.0778 1.0783 1.0799
S4 1.0764 1.0769 1.0795
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1339 1.1238 1.0879
R3 1.1161 1.1060 1.0830
R2 1.0984 1.0984 1.0814
R1 1.0883 1.0883 1.0798 1.0933
PP 1.0806 1.0806 1.0806 1.0831
S1 1.0705 1.0705 1.0765 1.0756
S2 1.0629 1.0629 1.0749
S3 1.0451 1.0528 1.0733
S4 1.0274 1.0350 1.0684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0907 1.0772 0.0136 1.3% 0.0053 0.5% 23% False False 16
10 1.0907 1.0702 0.0206 1.9% 0.0048 0.4% 49% False False 56
20 1.0907 1.0519 0.0388 3.6% 0.0052 0.5% 73% False False 77
40 1.0907 0.9982 0.0926 8.6% 0.0054 0.5% 89% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0879
2.618 1.0855
1.618 1.0840
1.000 1.0832
0.618 1.0826
HIGH 1.0817
0.618 1.0811
0.500 1.0810
0.382 1.0808
LOW 1.0803
0.618 1.0794
1.000 1.0788
1.618 1.0779
2.618 1.0765
4.250 1.0741
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 1.0810 1.0809
PP 1.0807 1.0807
S1 1.0805 1.0805

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

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