CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 1.0786 1.0845 0.0059 0.5% 1.0787
High 1.0786 1.0852 0.0066 0.6% 1.0817
Low 1.0786 1.0785 -0.0001 0.0% 1.0766
Close 1.0786 1.0845 0.0059 0.5% 1.0791
Range 0.0000 0.0067 0.0067 0.0052
ATR 0.0057 0.0058 0.0001 1.2% 0.0000
Volume 1 0 -1 -100.0% 986
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1027 1.1002 1.0881
R3 1.0960 1.0936 1.0863
R2 1.0894 1.0894 1.0857
R1 1.0869 1.0869 1.0851 1.0878
PP 1.0827 1.0827 1.0827 1.0831
S1 1.0803 1.0803 1.0838 1.0811
S2 1.0761 1.0761 1.0832
S3 1.0694 1.0736 1.0826
S4 1.0628 1.0670 1.0808
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0946 1.0920 1.0819
R3 1.0894 1.0868 1.0805
R2 1.0843 1.0843 1.0800
R1 1.0817 1.0817 1.0795 1.0830
PP 1.0791 1.0791 1.0791 1.0798
S1 1.0765 1.0765 1.0786 1.0778
S2 1.0740 1.0740 1.0781
S3 1.0688 1.0714 1.0776
S4 1.0637 1.0662 1.0762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0852 1.0766 0.0086 0.8% 0.0020 0.2% 92% True False 194
10 1.0907 1.0766 0.0142 1.3% 0.0031 0.3% 56% False False 102
20 1.0907 1.0630 0.0277 2.6% 0.0043 0.4% 77% False False 117
40 1.0907 0.9982 0.0926 8.5% 0.0048 0.4% 93% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1134
2.618 1.1026
1.618 1.0959
1.000 1.0918
0.618 1.0893
HIGH 1.0852
0.618 1.0826
0.500 1.0818
0.382 1.0810
LOW 1.0785
0.618 1.0744
1.000 1.0719
1.618 1.0677
2.618 1.0611
4.250 1.0502
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 1.0836 1.0836
PP 1.0827 1.0827
S1 1.0818 1.0818

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

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