CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 18-Oct-2022
Day Change Summary
Previous Current
17-Oct-2022 18-Oct-2022 Change Change % Previous Week
Open 0.9919 1.0014 0.0096 1.0% 0.9870
High 1.0032 1.0032 -0.0001 0.0% 0.9986
Low 0.9919 1.0014 0.0096 1.0% 0.9826
Close 1.0032 1.0032 -0.0001 0.0% 0.9909
Range 0.0114 0.0018 -0.0096 -84.6% 0.0160
ATR 0.0099 0.0094 -0.0006 -5.9% 0.0000
Volume 51 10 -41 -80.4% 740
Daily Pivots for day following 18-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0078 1.0072 1.0041
R3 1.0061 1.0055 1.0036
R2 1.0043 1.0043 1.0035
R1 1.0037 1.0037 1.0033 1.0040
PP 1.0026 1.0026 1.0026 1.0027
S1 1.0020 1.0020 1.0030 1.0023
S2 1.0008 1.0008 1.0028
S3 0.9991 1.0002 1.0027
S4 0.9973 0.9985 1.0022
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 1.0032 0.9826 0.0206 2.1% 0.0073 0.7% 100% False False 156
10 1.0076 0.9826 0.0250 2.5% 0.0054 0.5% 82% False False 132
20 1.0187 0.9725 0.0462 4.6% 0.0083 0.8% 66% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0077
1.618 1.0060
1.000 1.0049
0.618 1.0042
HIGH 1.0032
0.618 1.0025
0.500 1.0023
0.382 1.0021
LOW 1.0014
0.618 1.0003
1.000 0.9997
1.618 0.9986
2.618 0.9968
4.250 0.9940
Fisher Pivots for day following 18-Oct-2022
Pivot 1 day 3 day
R1 1.0029 1.0010
PP 1.0026 0.9989
S1 1.0023 0.9967

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

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