CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 24-Mar-2023
Day Change Summary
Previous Current
23-Mar-2023 24-Mar-2023 Change Change % Previous Week
Open 1.1046 1.0943 -0.0103 -0.9% 1.0845
High 1.1046 1.0960 -0.0087 -0.8% 1.1046
Low 1.0969 1.0840 -0.0130 -1.2% 1.0840
Close 1.0969 1.0892 -0.0078 -0.7% 1.0892
Range 0.0077 0.0120 0.0043 55.8% 0.0207
ATR 0.0072 0.0076 0.0004 5.8% 0.0000
Volume 13 8 -5 -38.5% 100
Daily Pivots for day following 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1257 1.1194 1.0958
R3 1.1137 1.1074 1.0925
R2 1.1017 1.1017 1.0914
R1 1.0954 1.0954 1.0903 1.0926
PP 1.0897 1.0897 1.0897 1.0883
S1 1.0834 1.0834 1.0881 1.0806
S2 1.0777 1.0777 1.0870
S3 1.0657 1.0714 1.0859
S4 1.0537 1.0594 1.0826
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 1.1545 1.1425 1.1005
R3 1.1339 1.1218 1.0948
R2 1.1132 1.1132 1.0929
R1 1.1012 1.1012 1.0910 1.1072
PP 1.0926 1.0926 1.0926 1.0956
S1 1.0805 1.0805 1.0873 1.0866
S2 1.0719 1.0719 1.0854
S3 1.0513 1.0599 1.0835
S4 1.0306 1.0392 1.0778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0840 0.0207 1.9% 0.0067 0.6% 25% False True 20
10 1.1046 1.0661 0.0385 3.5% 0.0068 0.6% 60% False False 66
20 1.1046 1.0661 0.0385 3.5% 0.0053 0.5% 60% False False 84
40 1.1199 1.0661 0.0538 4.9% 0.0052 0.5% 43% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1470
2.618 1.1274
1.618 1.1154
1.000 1.1080
0.618 1.1034
HIGH 1.0960
0.618 1.0914
0.500 1.0900
0.382 1.0885
LOW 1.0840
0.618 1.0765
1.000 1.0720
1.618 1.0645
2.618 1.0525
4.250 1.0330
Fisher Pivots for day following 24-Mar-2023
Pivot 1 day 3 day
R1 1.0900 1.0943
PP 1.0897 1.0926
S1 1.0894 1.0909

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

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