CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 10-Nov-2022
Day Change Summary
Previous Current
09-Nov-2022 10-Nov-2022 Change Change % Previous Week
Open 1.0250 1.0150 -0.0100 -1.0% 1.0054
High 1.0250 1.0359 0.0109 1.1% 1.0133
Low 1.0168 1.0150 -0.0018 -0.2% 0.9920
Close 1.0168 1.0343 0.0176 1.7% 1.0117
Range 0.0083 0.0209 0.0126 152.7% 0.0213
ATR 0.0096 0.0104 0.0008 8.3% 0.0000
Volume 72 893 821 1,140.3% 322
Daily Pivots for day following 10-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0909 1.0835 1.0458
R3 1.0701 1.0626 1.0400
R2 1.0492 1.0492 1.0381
R1 1.0418 1.0418 1.0362 1.0455
PP 1.0284 1.0284 1.0284 1.0303
S1 1.0209 1.0209 1.0324 1.0247
S2 1.0075 1.0075 1.0305
S3 0.9867 1.0001 1.0286
S4 0.9658 0.9792 1.0228
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 1.0359 0.9920 0.0439 4.2% 0.0134 1.3% 96% True False 206
10 1.0359 0.9920 0.0439 4.2% 0.0091 0.9% 96% True False 141
20 1.0359 0.9889 0.0470 4.5% 0.0088 0.9% 97% True False 287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1245
2.618 1.0904
1.618 1.0696
1.000 1.0567
0.618 1.0487
HIGH 1.0359
0.618 1.0279
0.500 1.0254
0.382 1.0230
LOW 1.0150
0.618 1.0021
1.000 0.9942
1.618 0.9813
2.618 0.9604
4.250 0.9264
Fisher Pivots for day following 10-Nov-2022
Pivot 1 day 3 day
R1 1.0313 1.0313
PP 1.0284 1.0284
S1 1.0254 1.0254

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

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