CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 1.0910 1.0926 0.0016 0.1% 1.1015
High 1.0932 1.0936 0.0005 0.0% 1.1026
Low 1.0864 1.0867 0.0003 0.0% 1.0908
Close 1.0921 1.0870 -0.0051 -0.5% 1.0941
Range 0.0068 0.0070 0.0002 3.0% 0.0118
ATR 0.0068 0.0068 0.0000 0.1% 0.0000
Volume 3,156 1,969 -1,187 -37.6% 6,627
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1099 1.1054 1.0908
R3 1.1030 1.0984 1.0889
R2 1.0960 1.0960 1.0882
R1 1.0915 1.0915 1.0876 1.0903
PP 1.0891 1.0891 1.0891 1.0885
S1 1.0845 1.0845 1.0863 1.0833
S2 1.0821 1.0821 1.0857
S3 1.0752 1.0776 1.0850
S4 1.0682 1.0706 1.0831
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1311 1.1243 1.1005
R3 1.1193 1.1126 1.0973
R2 1.1076 1.1076 1.0962
R1 1.1008 1.1008 1.0951 1.0983
PP 1.0958 1.0958 1.0958 1.0946
S1 1.0891 1.0891 1.0930 1.0866
S2 1.0841 1.0841 1.0919
S3 1.0723 1.0773 1.0908
S4 1.0606 1.0656 1.0876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0992 1.0864 0.0128 1.2% 0.0064 0.6% 4% False False 1,892
10 1.1072 1.0864 0.0208 1.9% 0.0064 0.6% 3% False False 1,651
20 1.1128 1.0864 0.0264 2.4% 0.0067 0.6% 2% False False 1,509
40 1.1357 1.0864 0.0493 4.5% 0.0071 0.7% 1% False False 1,318
60 1.1357 1.0758 0.0599 5.5% 0.0068 0.6% 19% False False 1,106
80 1.1357 1.0758 0.0599 5.5% 0.0062 0.6% 19% False False 875
100 1.1357 1.0758 0.0599 5.5% 0.0059 0.5% 19% False False 716
120 1.1357 1.0661 0.0696 6.4% 0.0059 0.5% 30% False False 607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1118
1.618 1.1048
1.000 1.1006
0.618 1.0979
HIGH 1.0936
0.618 1.0909
0.500 1.0901
0.382 1.0893
LOW 1.0867
0.618 1.0824
1.000 1.0797
1.618 1.0754
2.618 1.0685
4.250 1.0571
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 1.0901 1.0928
PP 1.0891 1.0909
S1 1.0880 1.0889

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

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