CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 1.0935 1.0822 -0.0113 -1.0% 1.0898
High 1.0965 1.0822 -0.0143 -1.3% 1.1059
Low 1.0817 1.0733 -0.0084 -0.8% 1.0817
Close 1.0829 1.0748 -0.0081 -0.7% 1.0829
Range 0.0148 0.0090 -0.0059 -39.5% 0.0243
ATR 0.0099 0.0099 0.0000 -0.2% 0.0000
Volume 285,371 176,223 -109,148 -38.2% 1,203,732
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1036 1.0981 1.0797
R3 1.0946 1.0892 1.0772
R2 1.0857 1.0857 1.0764
R1 1.0802 1.0802 1.0756 1.0785
PP 1.0767 1.0767 1.0767 1.0759
S1 1.0713 1.0713 1.0739 1.0695
S2 1.0678 1.0678 1.0731
S3 1.0588 1.0623 1.0723
S4 1.0499 1.0534 1.0698
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 1.1629 1.1471 1.0962
R3 1.1386 1.1229 1.0895
R2 1.1144 1.1144 1.0873
R1 1.0986 1.0986 1.0851 1.0944
PP 1.0901 1.0901 1.0901 1.0880
S1 1.0744 1.0744 1.0806 1.0701
S2 1.0659 1.0659 1.0784
S3 1.0416 1.0501 1.0762
S4 1.0174 1.0259 1.0695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0733 0.0327 3.0% 0.0124 1.2% 5% False True 242,956
10 1.1059 1.0733 0.0327 3.0% 0.0097 0.9% 5% False True 202,896
20 1.1059 1.0689 0.0370 3.4% 0.0093 0.9% 16% False False 201,244
40 1.1059 1.0529 0.0530 4.9% 0.0093 0.9% 41% False False 190,574
60 1.1059 1.0033 0.1026 9.5% 0.0102 0.9% 70% False False 129,807
80 1.1059 0.9762 0.1297 12.1% 0.0104 1.0% 76% False False 97,555
100 1.1059 0.9658 0.1402 13.0% 0.0106 1.0% 78% False False 78,236
120 1.1059 0.9658 0.1402 13.0% 0.0104 1.0% 78% False False 65,298
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1202
2.618 1.1056
1.618 1.0967
1.000 1.0912
0.618 1.0877
HIGH 1.0822
0.618 1.0788
0.500 1.0777
0.382 1.0767
LOW 1.0733
0.618 1.0677
1.000 1.0643
1.618 1.0588
2.618 1.0498
4.250 1.0352
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 1.0777 1.0896
PP 1.0767 1.0846
S1 1.0757 1.0797

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

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