CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 1.0414 1.0496 0.0082 0.8% 1.0489
High 1.0455 1.0558 0.0104 1.0% 1.0613
Low 1.0414 1.0496 0.0082 0.8% 1.0459
Close 1.0455 1.0558 0.0104 1.0% 1.0491
Range 0.0041 0.0062 0.0022 53.1% 0.0154
ATR 0.0096 0.0096 0.0001 0.6% 0.0000
Volume 272 93 -179 -65.8% 1,000
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0723 1.0703 1.0592
R3 1.0661 1.0641 1.0575
R2 1.0599 1.0599 1.0569
R1 1.0579 1.0579 1.0564 1.0589
PP 1.0537 1.0537 1.0537 1.0543
S1 1.0517 1.0517 1.0552 1.0527
S2 1.0475 1.0475 1.0547
S3 1.0413 1.0455 1.0541
S4 1.0351 1.0393 1.0524
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 1.0558 1.0400 0.0158 1.5% 0.0049 0.5% 100% True False 97
10 1.0613 1.0150 0.0463 4.4% 0.0086 0.8% 88% False False 257
20 1.0613 0.9920 0.0694 6.6% 0.0085 0.8% 92% False False 157
40 1.0613 0.9826 0.0787 7.5% 0.0080 0.8% 93% False False 221
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0822
2.618 1.0720
1.618 1.0658
1.000 1.0620
0.618 1.0596
HIGH 1.0558
0.618 1.0534
0.500 1.0527
0.382 1.0520
LOW 1.0496
0.618 1.0458
1.000 1.0434
1.618 1.0396
2.618 1.0334
4.250 1.0233
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 1.0548 1.0532
PP 1.0537 1.0505
S1 1.0527 1.0479

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

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