CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 1.0012 0.9953 -0.0059 -0.6% 1.0054
High 1.0012 1.0133 0.0121 1.2% 1.0133
Low 0.9921 0.9920 -0.0001 0.0% 0.9920
Close 0.9921 1.0117 0.0197 2.0% 1.0117
Range 0.0091 0.0213 0.0122 134.1% 0.0213
ATR 0.0091 0.0100 0.0009 9.6% 0.0000
Volume 2 21 19 950.0% 322
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0695 1.0619 1.0234
R3 1.0482 1.0406 1.0176
R2 1.0269 1.0269 1.0156
R1 1.0193 1.0193 1.0137 1.0231
PP 1.0056 1.0056 1.0056 1.0075
S1 0.9980 0.9980 1.0097 1.0018
S2 0.9843 0.9843 1.0078
S3 0.9630 0.9767 1.0058
S4 0.9417 0.9554 1.0000
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0695 1.0619 1.0234
R3 1.0482 1.0406 1.0176
R2 1.0269 1.0269 1.0156
R1 1.0193 1.0193 1.0137 1.0231
PP 1.0056 1.0056 1.0056 1.0075
S1 0.9980 0.9980 1.0097 1.0018
S2 0.9843 0.9843 1.0078
S3 0.9630 0.9767 1.0058
S4 0.9417 0.9554 1.0000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0133 0.9920 0.0213 2.1% 0.0078 0.8% 93% True True 64
10 1.0272 0.9920 0.0353 3.5% 0.0083 0.8% 56% False True 123
20 1.0272 0.9826 0.0446 4.4% 0.0074 0.7% 65% False False 273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.1038
2.618 1.0690
1.618 1.0477
1.000 1.0346
0.618 1.0264
HIGH 1.0133
0.618 1.0051
0.500 1.0026
0.382 1.0001
LOW 0.9920
0.618 0.9788
1.000 0.9707
1.618 0.9575
2.618 0.9362
4.250 0.9014
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 1.0087 1.0087
PP 1.0056 1.0056
S1 1.0026 1.0026

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

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