CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 1.0496 1.0582 0.0086 0.8% 1.0423
High 1.0558 1.0598 0.0040 0.4% 1.0598
Low 1.0496 1.0515 0.0019 0.2% 1.0400
Close 1.0558 1.0559 0.0001 0.0% 1.0559
Range 0.0062 0.0083 0.0021 33.1% 0.0198
ATR 0.0096 0.0095 -0.0001 -1.0% 0.0000
Volume 93 141 48 51.6% 540
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0805 1.0764 1.0604
R3 1.0722 1.0682 1.0581
R2 1.0640 1.0640 1.0574
R1 1.0599 1.0599 1.0566 1.0578
PP 1.0557 1.0557 1.0557 1.0547
S1 1.0517 1.0517 1.0551 1.0496
S2 1.0475 1.0475 1.0543
S3 1.0392 1.0434 1.0536
S4 1.0310 1.0352 1.0513
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1111 1.1032 1.0667
R3 1.0914 1.0835 1.0613
R2 1.0716 1.0716 1.0595
R1 1.0637 1.0637 1.0577 1.0677
PP 1.0519 1.0519 1.0519 1.0538
S1 1.0440 1.0440 1.0540 1.0479
S2 1.0321 1.0321 1.0522
S3 1.0124 1.0242 1.0504
S4 0.9926 1.0045 1.0450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0598 1.0400 0.0198 1.9% 0.0057 0.5% 80% True False 121
10 1.0613 1.0334 0.0280 2.6% 0.0074 0.7% 81% False False 182
20 1.0613 0.9920 0.0694 6.6% 0.0082 0.8% 92% False False 161
40 1.0613 0.9826 0.0787 7.5% 0.0078 0.7% 93% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0948
2.618 1.0813
1.618 1.0731
1.000 1.0680
0.618 1.0648
HIGH 1.0598
0.618 1.0566
0.500 1.0556
0.382 1.0547
LOW 1.0515
0.618 1.0464
1.000 1.0433
1.618 1.0382
2.618 1.0299
4.250 1.0164
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 1.0558 1.0541
PP 1.0557 1.0523
S1 1.0556 1.0506

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

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