CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1.0733 1.0718 -0.0016 -0.1% 1.0764
High 1.0760 1.0778 0.0019 0.2% 1.0819
Low 1.0716 1.0690 -0.0026 -0.2% 1.0675
Close 1.0719 1.0727 0.0008 0.1% 1.0704
Range 0.0044 0.0088 0.0045 102.3% 0.0144
ATR 0.0067 0.0069 0.0001 2.2% 0.0000
Volume 145,568 210,334 64,766 44.5% 1,174,802
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.0996 1.0949 1.0775
R3 1.0908 1.0861 1.0751
R2 1.0820 1.0820 1.0743
R1 1.0773 1.0773 1.0735 1.0796
PP 1.0732 1.0732 1.0732 1.0743
S1 1.0685 1.0685 1.0718 1.0708
S2 1.0644 1.0644 1.0710
S3 1.0556 1.0597 1.0702
S4 1.0468 1.0509 1.0678
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.1165 1.1078 1.0783
R3 1.1021 1.0934 1.0743
R2 1.0877 1.0877 1.0730
R1 1.0790 1.0790 1.0717 1.0761
PP 1.0733 1.0733 1.0733 1.0718
S1 1.0646 1.0646 1.0690 1.0617
S2 1.0589 1.0589 1.0677
S3 1.0445 1.0502 1.0664
S4 1.0301 1.0358 1.0624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0798 1.0675 0.0123 1.1% 0.0071 0.7% 42% False False 191,502
10 1.0819 1.0675 0.0144 1.3% 0.0062 0.6% 36% False False 173,961
20 1.1003 1.0675 0.0328 3.1% 0.0071 0.7% 16% False False 92,579
40 1.1225 1.0675 0.0550 5.1% 0.0071 0.7% 9% False False 46,965
60 1.1357 1.0675 0.0682 6.4% 0.0071 0.7% 8% False False 31,667
80 1.1357 1.0675 0.0682 6.4% 0.0068 0.6% 8% False False 23,913
100 1.1357 1.0675 0.0682 6.4% 0.0063 0.6% 8% False False 19,170
120 1.1357 1.0675 0.0682 6.4% 0.0062 0.6% 8% False False 15,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1152
2.618 1.1008
1.618 1.0920
1.000 1.0866
0.618 1.0832
HIGH 1.0778
0.618 1.0744
0.500 1.0734
0.382 1.0724
LOW 1.0690
0.618 1.0636
1.000 1.0602
1.618 1.0548
2.618 1.0460
4.250 1.0316
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1.0734 1.0734
PP 1.0732 1.0732
S1 1.0729 1.0729

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

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