CME Euro FX (E) Future December 2023


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 1.0590 1.0584 -0.0007 -0.1% 1.0619
High 1.0591 1.0619 0.0028 0.3% 1.0722
Low 1.0543 1.0557 0.0015 0.1% 1.0543
Close 1.0583 1.0589 0.0007 0.1% 1.0589
Range 0.0049 0.0062 0.0013 26.8% 0.0179
ATR 0.0072 0.0071 -0.0001 -1.0% 0.0000
Volume 206,007 210,831 4,824 2.3% 1,073,584
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.0773 1.0742 1.0623
R3 1.0711 1.0681 1.0606
R2 1.0650 1.0650 1.0600
R1 1.0619 1.0619 1.0595 1.0635
PP 1.0588 1.0588 1.0588 1.0596
S1 1.0558 1.0558 1.0583 1.0573
S2 1.0527 1.0527 1.0578
S3 1.0465 1.0496 1.0572
S4 1.0404 1.0435 1.0555
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.1155 1.1051 1.0687
R3 1.0976 1.0872 1.0638
R2 1.0797 1.0797 1.0622
R1 1.0693 1.0693 1.0605 1.0655
PP 1.0618 1.0618 1.0618 1.0599
S1 1.0514 1.0514 1.0573 1.0476
S2 1.0439 1.0439 1.0556
S3 1.0260 1.0335 1.0540
S4 1.0081 1.0156 1.0491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0722 1.0543 0.0179 1.7% 0.0075 0.7% 26% False False 214,716
10 1.0722 1.0543 0.0179 1.7% 0.0068 0.6% 26% False False 204,191
20 1.0722 1.0482 0.0240 2.3% 0.0072 0.7% 45% False False 207,702
40 1.0938 1.0482 0.0456 4.3% 0.0070 0.7% 23% False False 186,748
60 1.1128 1.0482 0.0646 6.1% 0.0070 0.7% 17% False False 125,291
80 1.1357 1.0482 0.0875 8.3% 0.0071 0.7% 12% False False 94,309
100 1.1357 1.0482 0.0875 8.3% 0.0070 0.7% 12% False False 75,603
120 1.1357 1.0482 0.0875 8.3% 0.0066 0.6% 12% False False 63,033
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0880
2.618 1.0780
1.618 1.0718
1.000 1.0680
0.618 1.0657
HIGH 1.0619
0.618 1.0595
0.500 1.0588
0.382 1.0580
LOW 1.0557
0.618 1.0519
1.000 1.0496
1.618 1.0457
2.618 1.0396
4.250 1.0296
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 1.0589 1.0588
PP 1.0588 1.0587
S1 1.0588 1.0586

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

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