CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 1.0526 1.0504 -0.0022 -0.2% 1.0423
High 1.0624 1.0506 -0.0118 -1.1% 1.0598
Low 1.0490 1.0478 -0.0013 -0.1% 1.0400
Close 1.0490 1.0478 -0.0013 -0.1% 1.0559
Range 0.0134 0.0029 -0.0106 -78.7% 0.0198
ATR 0.0098 0.0093 -0.0005 -5.1% 0.0000
Volume 44 163 119 270.5% 540
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0573 1.0554 1.0493
R3 1.0544 1.0525 1.0485
R2 1.0516 1.0516 1.0483
R1 1.0497 1.0497 1.0480 1.0492
PP 1.0487 1.0487 1.0487 1.0485
S1 1.0468 1.0468 1.0475 1.0463
S2 1.0459 1.0459 1.0472
S3 1.0430 1.0440 1.0470
S4 1.0402 1.0411 1.0462
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 1.0414 0.0210 2.0% 0.0070 0.7% 30% False False 142
10 1.0624 1.0400 0.0224 2.1% 0.0065 0.6% 35% False False 165
20 1.0624 0.9920 0.0705 6.7% 0.0087 0.8% 79% False False 164
40 1.0624 0.9826 0.0798 7.6% 0.0079 0.8% 82% False False 227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0627
2.618 1.0581
1.618 1.0552
1.000 1.0535
0.618 1.0524
HIGH 1.0506
0.618 1.0495
0.500 1.0492
0.382 1.0488
LOW 1.0478
0.618 1.0460
1.000 1.0449
1.618 1.0431
2.618 1.0403
4.250 1.0356
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 1.0492 1.0551
PP 1.0487 1.0526
S1 1.0482 1.0502

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

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