CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 1.0582 1.0526 -0.0056 -0.5% 1.0423
High 1.0598 1.0624 0.0027 0.3% 1.0598
Low 1.0515 1.0490 -0.0025 -0.2% 1.0400
Close 1.0559 1.0490 -0.0069 -0.6% 1.0559
Range 0.0083 0.0134 0.0052 62.4% 0.0198
ATR 0.0095 0.0098 0.0003 2.9% 0.0000
Volume 141 44 -97 -68.8% 540
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0937 1.0847 1.0564
R3 1.0803 1.0713 1.0527
R2 1.0669 1.0669 1.0515
R1 1.0579 1.0579 1.0502 1.0557
PP 1.0535 1.0535 1.0535 1.0524
S1 1.0445 1.0445 1.0478 1.0423
S2 1.0401 1.0401 1.0465
S3 1.0267 1.0311 1.0453
S4 1.0133 1.0177 1.0416
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 1.0624 1.0400 0.0224 2.1% 0.0069 0.7% 40% True False 116
10 1.0624 1.0400 0.0224 2.1% 0.0068 0.6% 40% True False 158
20 1.0624 0.9920 0.0705 6.7% 0.0086 0.8% 81% True False 159
40 1.0624 0.9826 0.0798 7.6% 0.0079 0.8% 83% True False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1194
2.618 1.0975
1.618 1.0841
1.000 1.0758
0.618 1.0707
HIGH 1.0624
0.618 1.0573
0.500 1.0557
0.382 1.0541
LOW 1.0490
0.618 1.0407
1.000 1.0356
1.618 1.0273
2.618 1.0139
4.250 0.9921
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 1.0557 1.0557
PP 1.0535 1.0535
S1 1.0512 1.0512

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

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