CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 09-Nov-2022
Day Change Summary
Previous Current
08-Nov-2022 09-Nov-2022 Change Change % Previous Week
Open 1.0163 1.0250 0.0088 0.9% 1.0054
High 1.0246 1.0250 0.0004 0.0% 1.0133
Low 1.0163 1.0168 0.0005 0.0% 0.9920
Close 1.0243 1.0168 -0.0075 -0.7% 1.0117
Range 0.0084 0.0083 -0.0001 -1.2% 0.0213
ATR 0.0097 0.0096 -0.0001 -1.1% 0.0000
Volume 30 72 42 140.0% 322
Daily Pivots for day following 09-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0443 1.0388 1.0213
R3 1.0360 1.0305 1.0190
R2 1.0278 1.0278 1.0183
R1 1.0223 1.0223 1.0175 1.0209
PP 1.0195 1.0195 1.0195 1.0188
S1 1.0140 1.0140 1.0160 1.0126
S2 1.0113 1.0113 1.0152
S3 1.0030 1.0058 1.0145
S4 0.9948 0.9975 1.0122
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 1.0250 0.9920 0.0331 3.3% 0.0110 1.1% 75% True False 28
10 1.0272 0.9920 0.0353 3.5% 0.0083 0.8% 70% False False 57
20 1.0272 0.9826 0.0446 4.4% 0.0086 0.8% 77% False False 243
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 True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0601
2.618 1.0466
1.618 1.0383
1.000 1.0333
0.618 1.0301
HIGH 1.0250
0.618 1.0218
0.500 1.0209
0.382 1.0199
LOW 1.0168
0.618 1.0117
1.000 1.0085
1.618 1.0034
2.618 0.9952
4.250 0.9817
Fisher Pivots for day following 09-Nov-2022
Pivot 1 day 3 day
R1 1.0209 1.0184
PP 1.0195 1.0179
S1 1.0181 1.0173

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

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