CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 1.0086 1.0012 -0.0074 -0.7% 0.9989
High 1.0086 1.0012 -0.0074 -0.7% 1.0272
Low 1.0010 0.9921 -0.0090 -0.9% 0.9989
Close 1.0054 0.9921 -0.0134 -1.3% 1.0130
Range 0.0076 0.0091 0.0016 20.5% 0.0283
ATR 0.0088 0.0091 0.0003 3.7% 0.0000
Volume 14 2 -12 -85.7% 916
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0224 1.0163 0.9971
R3 1.0133 1.0072 0.9946
R2 1.0042 1.0042 0.9937
R1 0.9981 0.9981 0.9929 0.9966
PP 0.9951 0.9951 0.9951 0.9943
S1 0.9890 0.9890 0.9912 0.9875
S2 0.9860 0.9860 0.9904
S3 0.9769 0.9799 0.9895
S4 0.9678 0.9708 0.9870
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0979 1.0837 1.0285
R3 1.0696 1.0554 1.0207
R2 1.0413 1.0413 1.0181
R1 1.0271 1.0271 1.0155 1.0342
PP 1.0130 1.0130 1.0130 1.0166
S1 0.9988 0.9988 1.0104 1.0059
S2 0.9847 0.9847 1.0078
S3 0.9564 0.9705 1.0052
S4 0.9281 0.9422 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0167 0.9921 0.0247 2.5% 0.0048 0.5% 0% False True 77
10 1.0272 0.9889 0.0383 3.9% 0.0078 0.8% 8% False False 202
20 1.0272 0.9826 0.0446 4.5% 0.0068 0.7% 21% False False 273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0250
1.618 1.0159
1.000 1.0103
0.618 1.0068
HIGH 1.0012
0.618 0.9977
0.500 0.9966
0.382 0.9955
LOW 0.9921
0.618 0.9864
1.000 0.9830
1.618 0.9773
2.618 0.9682
4.250 0.9534
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 0.9966 1.0003
PP 0.9951 0.9976
S1 0.9936 0.9948

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

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