CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 22-Nov-2022
Day Change Summary
Previous Current
21-Nov-2022 22-Nov-2022 Change Change % Previous Week
Open 1.0423 1.0414 -0.0009 -0.1% 1.0489
High 1.0424 1.0455 0.0031 0.3% 1.0613
Low 1.0400 1.0414 0.0014 0.1% 1.0459
Close 1.0401 1.0455 0.0054 0.5% 1.0491
Range 0.0024 0.0041 0.0017 68.8% 0.0154
ATR 0.0099 0.0096 -0.0003 -3.2% 0.0000
Volume 34 272 238 700.0% 1,000
Daily Pivots for day following 22-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0563 1.0549 1.0477
R3 1.0522 1.0509 1.0466
R2 1.0482 1.0482 1.0462
R1 1.0468 1.0468 1.0458 1.0475
PP 1.0441 1.0441 1.0441 1.0444
S1 1.0428 1.0428 1.0451 1.0434
S2 1.0401 1.0401 1.0447
S3 1.0360 1.0387 1.0443
S4 1.0320 1.0347 1.0432
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 1.0574 1.0400 0.0174 1.7% 0.0050 0.5% 31% False False 170
10 1.0613 1.0150 0.0463 4.4% 0.0088 0.8% 66% False False 255
20 1.0613 0.9920 0.0694 6.6% 0.0085 0.8% 77% False False 158
40 1.0613 0.9725 0.0888 8.5% 0.0083 0.8% 82% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0627
2.618 1.0561
1.618 1.0520
1.000 1.0495
0.618 1.0480
HIGH 1.0455
0.618 1.0439
0.500 1.0434
0.382 1.0429
LOW 1.0414
0.618 1.0389
1.000 1.0374
1.618 1.0348
2.618 1.0308
4.250 1.0242
Fisher Pivots for day following 22-Nov-2022
Pivot 1 day 3 day
R1 1.0448 1.0479
PP 1.0441 1.0471
S1 1.0434 1.0463

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

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