CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 1.0678 1.0751 0.0074 0.7% 1.0713
High 1.0691 1.0806 0.0115 1.1% 1.0806
Low 1.0678 1.0645 -0.0033 -0.3% 1.0645
Close 1.0691 1.0806 0.0115 1.1% 1.0806
Range 0.0014 0.0161 0.0148 1,092.6% 0.0161
ATR 0.0066 0.0073 0.0007 10.2% 0.0000
Volume 1 3 2 200.0% 65
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1235 1.1182 1.0895
R3 1.1074 1.1021 1.0850
R2 1.0913 1.0913 1.0836
R1 1.0860 1.0860 1.0821 1.0887
PP 1.0752 1.0752 1.0752 1.0766
S1 1.0699 1.0699 1.0791 1.0726
S2 1.0591 1.0591 1.0776
S3 1.0430 1.0538 1.0762
S4 1.0269 1.0377 1.0717
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 1.1235 1.1182 1.0895
R3 1.1074 1.1021 1.0850
R2 1.0913 1.0913 1.0836
R1 1.0860 1.0860 1.0821 1.0887
PP 1.0752 1.0752 1.0752 1.0766
S1 1.0699 1.0699 1.0791 1.0726
S2 1.0591 1.0591 1.0776
S3 1.0430 1.0538 1.0762
S4 1.0269 1.0377 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0873 1.0645 0.0228 2.1% 0.0058 0.5% 71% False True 13
10 1.0873 1.0645 0.0228 2.1% 0.0039 0.4% 71% False True 103
20 1.0907 1.0645 0.0262 2.4% 0.0042 0.4% 61% False True 63
40 1.0907 1.0231 0.0676 6.3% 0.0051 0.5% 85% False False 80
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 0.0009
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.1490
2.618 1.1227
1.618 1.1066
1.000 1.0967
0.618 1.0905
HIGH 1.0806
0.618 1.0744
0.500 1.0726
0.382 1.0707
LOW 1.0645
0.618 1.0546
1.000 1.0484
1.618 1.0385
2.618 1.0224
4.250 0.9961
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 1.0779 1.0779
PP 1.0752 1.0752
S1 1.0726 1.0726

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

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