CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 1.0542 1.0423 -0.0119 -1.1% 1.0489
High 1.0557 1.0424 -0.0133 -1.3% 1.0613
Low 1.0484 1.0400 -0.0084 -0.8% 1.0459
Close 1.0491 1.0401 -0.0091 -0.9% 1.0491
Range 0.0074 0.0024 -0.0050 -67.3% 0.0154
ATR 0.0100 0.0099 -0.0001 -0.6% 0.0000
Volume 68 34 -34 -50.0% 1,000
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0480 1.0464 1.0414
R3 1.0456 1.0440 1.0407
R2 1.0432 1.0432 1.0405
R1 1.0416 1.0416 1.0403 1.0412
PP 1.0408 1.0408 1.0408 1.0406
S1 1.0392 1.0392 1.0398 1.0388
S2 1.0384 1.0384 1.0396
S3 1.0360 1.0368 1.0394
S4 1.0336 1.0344 1.0387
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 1.0400 0.0213 2.0% 0.0060 0.6% 0% False True 188
10 1.0613 1.0150 0.0463 4.5% 0.0093 0.9% 54% False False 231
20 1.0613 0.9920 0.0694 6.7% 0.0089 0.9% 69% False False 178
40 1.0613 0.9725 0.0888 8.5% 0.0084 0.8% 76% False False 217
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0526
2.618 1.0487
1.618 1.0463
1.000 1.0448
0.618 1.0439
HIGH 1.0424
0.618 1.0415
0.500 1.0412
0.382 1.0409
LOW 1.0400
0.618 1.0385
1.000 1.0376
1.618 1.0361
2.618 1.0337
4.250 1.0298
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 1.0412 1.0479
PP 1.0408 1.0453
S1 1.0404 1.0427

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

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