CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 22-Dec-2022
Day Change Summary
Previous Current
21-Dec-2022 22-Dec-2022 Change Change % Previous Week
Open 1.0786 1.0766 -0.0021 -0.2% 1.0730
High 1.0788 1.0766 -0.0022 -0.2% 1.0907
Low 1.0786 1.0766 -0.0021 -0.2% 1.0730
Close 1.0788 1.0766 -0.0022 -0.2% 1.0782
Range 0.0002 0.0000 -0.0002 -100.0% 0.0178
ATR 0.0067 0.0064 -0.0003 -4.8% 0.0000
Volume 8 970 962 12,025.0% 191
Daily Pivots for day following 22-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0766 1.0766 1.0766
R3 1.0766 1.0766 1.0766
R2 1.0766 1.0766 1.0766
R1 1.0766 1.0766 1.0766 1.0766
PP 1.0766 1.0766 1.0766 1.0766
S1 1.0766 1.0766 1.0766 1.0766
S2 1.0766 1.0766 1.0766
S3 1.0766 1.0766 1.0766
S4 1.0766 1.0766 1.0766
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 1.0847 1.0766 0.0081 0.8% 0.0018 0.2% 0% False True 197
10 1.0907 1.0717 0.0190 1.8% 0.0045 0.4% 26% False False 120
20 1.0907 1.0540 0.0367 3.4% 0.0049 0.5% 61% False False 122
40 1.0907 0.9982 0.0926 8.6% 0.0051 0.5% 85% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0766
2.618 1.0766
1.618 1.0766
1.000 1.0766
0.618 1.0766
HIGH 1.0766
0.618 1.0766
0.500 1.0766
0.382 1.0766
LOW 1.0766
0.618 1.0766
1.000 1.0766
1.618 1.0766
2.618 1.0766
4.250 1.0766
Fisher Pivots for day following 22-Dec-2022
Pivot 1 day 3 day
R1 1.0766 1.0791
PP 1.0766 1.0783
S1 1.0766 1.0774

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

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