CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 18-Nov-2022
Day Change Summary
Previous Current
17-Nov-2022 18-Nov-2022 Change Change % Previous Week
Open 1.0496 1.0542 0.0046 0.4% 1.0489
High 1.0528 1.0557 0.0029 0.3% 1.0613
Low 1.0486 1.0484 -0.0002 0.0% 1.0459
Close 1.0528 1.0491 -0.0037 -0.4% 1.0491
Range 0.0043 0.0074 0.0031 72.9% 0.0154
ATR 0.0102 0.0100 -0.0002 -2.0% 0.0000
Volume 18 68 50 277.8% 1,000
Daily Pivots for day following 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0731 1.0685 1.0531
R3 1.0658 1.0611 1.0511
R2 1.0584 1.0584 1.0504
R1 1.0538 1.0538 1.0498 1.0524
PP 1.0511 1.0511 1.0511 1.0504
S1 1.0464 1.0464 1.0484 1.0451
S2 1.0437 1.0437 1.0478
S3 1.0364 1.0391 1.0471
S4 1.0290 1.0317 1.0451
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0983 1.0891 1.0576
R3 1.0829 1.0737 1.0533
R2 1.0675 1.0675 1.0519
R1 1.0583 1.0583 1.0505 1.0629
PP 1.0521 1.0521 1.0521 1.0544
S1 1.0429 1.0429 1.0477 1.0475
S2 1.0367 1.0367 1.0463
S3 1.0213 1.0275 1.0449
S4 1.0059 1.0121 1.0406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0613 1.0459 0.0154 1.5% 0.0066 0.6% 21% False False 200
10 1.0613 1.0119 0.0495 4.7% 0.0098 0.9% 75% False False 229
20 1.0613 0.9920 0.0694 6.6% 0.0091 0.9% 82% False False 176
40 1.0613 0.9725 0.0888 8.5% 0.0087 0.8% 86% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0869
2.618 1.0749
1.618 1.0676
1.000 1.0631
0.618 1.0602
HIGH 1.0557
0.618 1.0529
0.500 1.0520
0.382 1.0512
LOW 1.0484
0.618 1.0438
1.000 1.0410
1.618 1.0365
2.618 1.0291
4.250 1.0171
Fisher Pivots for day following 18-Nov-2022
Pivot 1 day 3 day
R1 1.0520 1.0529
PP 1.0511 1.0516
S1 1.0501 1.0504

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

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