CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 25-Oct-2022
Day Change Summary
Previous Current
24-Oct-2022 25-Oct-2022 Change Change % Previous Week
Open 0.9989 1.0039 0.0050 0.5% 0.9919
High 1.0056 1.0150 0.0094 0.9% 1.0046
Low 0.9989 1.0039 0.0050 0.5% 0.9889
Close 1.0056 1.0141 0.0085 0.8% 1.0025
Range 0.0067 0.0111 0.0045 66.9% 0.0157
ATR 0.0094 0.0095 0.0001 1.3% 0.0000
Volume 2 663 661 33,050.0% 3,492
Daily Pivots for day following 25-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0443 1.0403 1.0202
R3 1.0332 1.0292 1.0171
R2 1.0221 1.0221 1.0161
R1 1.0181 1.0181 1.0151 1.0201
PP 1.0110 1.0110 1.0110 1.0120
S1 1.0070 1.0070 1.0130 1.0090
S2 0.9999 0.9999 1.0120
S3 0.9888 0.9959 1.0110
S4 0.9777 0.9848 1.0079
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0458 1.0398 1.0111
R3 1.0301 1.0241 1.0068
R2 1.0144 1.0144 1.0053
R1 1.0084 1.0084 1.0039 1.0114
PP 0.9987 0.9987 0.9987 1.0001
S1 0.9927 0.9927 1.0010 0.9957
S2 0.9830 0.9830 0.9996
S3 0.9673 0.9770 0.9981
S4 0.9516 0.9613 0.9938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0150 0.9889 0.0261 2.6% 0.0089 0.9% 97% True False 819
10 1.0150 0.9826 0.0324 3.2% 0.0081 0.8% 97% True False 487
20 1.0187 0.9725 0.0462 4.6% 0.0081 0.8% 90% False False 287
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0440
1.618 1.0329
1.000 1.0261
0.618 1.0218
HIGH 1.0150
0.618 1.0107
0.500 1.0094
0.382 1.0081
LOW 1.0039
0.618 0.9970
1.000 0.9928
1.618 0.9859
2.618 0.9748
4.250 0.9567
Fisher Pivots for day following 25-Oct-2022
Pivot 1 day 3 day
R1 1.0125 1.0100
PP 1.0110 1.0060
S1 1.0094 1.0019

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

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