CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 03-Mar-2023
Day Change Summary
Previous Current
02-Mar-2023 03-Mar-2023 Change Change % Previous Week
Open 1.0753 1.0765 0.0013 0.1% 1.0751
High 1.0765 1.0795 0.0030 0.3% 1.0851
Low 1.0740 1.0750 0.0011 0.1% 1.0740
Close 1.0751 1.0794 0.0043 0.4% 1.0794
Range 0.0026 0.0045 0.0019 74.5% 0.0111
ATR 0.0062 0.0060 -0.0001 -2.0% 0.0000
Volume 92 82 -10 -10.9% 269
Daily Pivots for day following 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.0913 1.0898 1.0818
R3 1.0868 1.0853 1.0806
R2 1.0824 1.0824 1.0802
R1 1.0809 1.0809 1.0798 1.0816
PP 1.0779 1.0779 1.0779 1.0783
S1 1.0764 1.0764 1.0789 1.0772
S2 1.0735 1.0735 1.0785
S3 1.0690 1.0720 1.0781
S4 1.0646 1.0675 1.0769
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1128 1.1072 1.0855
R3 1.1017 1.0961 1.0824
R2 1.0906 1.0906 1.0814
R1 1.0850 1.0850 1.0804 1.0878
PP 1.0795 1.0795 1.0795 1.0809
S1 1.0739 1.0739 1.0783 1.0767
S2 1.0684 1.0684 1.0773
S3 1.0573 1.0628 1.0763
S4 1.0462 1.0517 1.0732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0851 1.0740 0.0111 1.0% 0.0031 0.3% 49% False False 53
10 1.0871 1.0707 0.0164 1.5% 0.0032 0.3% 53% False False 60
20 1.1113 1.0707 0.0406 3.8% 0.0047 0.4% 21% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0984
2.618 1.0911
1.618 1.0867
1.000 1.0839
0.618 1.0822
HIGH 1.0795
0.618 1.0778
0.500 1.0772
0.382 1.0767
LOW 1.0750
0.618 1.0722
1.000 1.0706
1.618 1.0678
2.618 1.0633
4.250 1.0561
Fisher Pivots for day following 03-Mar-2023
Pivot 1 day 3 day
R1 1.0786 1.0795
PP 1.0779 1.0795
S1 1.0772 1.0794

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

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