CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 14-Oct-2022
Day Change Summary
Previous Current
13-Oct-2022 14-Oct-2022 Change Change % Previous Week
Open 0.9826 0.9909 0.0083 0.8% 0.9870
High 0.9976 0.9986 0.0010 0.1% 0.9986
Low 0.9826 0.9902 0.0076 0.8% 0.9826
Close 0.9971 0.9909 -0.0062 -0.6% 0.9909
Range 0.0150 0.0084 -0.0066 -44.1% 0.0160
ATR 0.0099 0.0098 -0.0001 -1.1% 0.0000
Volume 21 0 -21 -100.0% 740
Daily Pivots for day following 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0183 1.0129 0.9954
R3 1.0099 1.0046 0.9931
R2 1.0016 1.0016 0.9924
R1 0.9962 0.9962 0.9916 0.9950
PP 0.9932 0.9932 0.9932 0.9926
S1 0.9879 0.9879 0.9901 0.9867
S2 0.9849 0.9849 0.9893
S3 0.9765 0.9795 0.9886
S4 0.9682 0.9712 0.9863
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0385 1.0306 0.9996
R3 1.0226 1.0147 0.9952
R2 1.0066 1.0066 0.9938
R1 0.9987 0.9987 0.9923 1.0027
PP 0.9907 0.9907 0.9907 0.9926
S1 0.9828 0.9828 0.9894 0.9867
S2 0.9747 0.9747 0.9879
S3 0.9588 0.9668 0.9865
S4 0.9428 0.9509 0.9821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9986 0.9826 0.0160 1.6% 0.0051 0.5% 52% True False 148
10 1.0187 0.9826 0.0361 3.6% 0.0060 0.6% 23% False False 135
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0340
2.618 1.0204
1.618 1.0121
1.000 1.0069
0.618 1.0037
HIGH 0.9986
0.618 0.9954
0.500 0.9944
0.382 0.9934
LOW 0.9902
0.618 0.9850
1.000 0.9819
1.618 0.9767
2.618 0.9683
4.250 0.9547
Fisher Pivots for day following 14-Oct-2022
Pivot 1 day 3 day
R1 0.9944 0.9908
PP 0.9932 0.9907
S1 0.9920 0.9906

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

View Archives - Comment on this page... - Back to Index of Symbols