CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 1.0504 1.0500 -0.0004 0.0% 1.0423
High 1.0506 1.0564 0.0058 0.6% 1.0598
Low 1.0478 1.0500 0.0023 0.2% 1.0400
Close 1.0478 1.0564 0.0087 0.8% 1.0559
Range 0.0029 0.0064 0.0036 124.6% 0.0198
ATR 0.0093 0.0093 0.0000 -0.5% 0.0000
Volume 163 339 176 108.0% 540
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0735 1.0713 1.0599
R3 1.0671 1.0649 1.0582
R2 1.0607 1.0607 1.0576
R1 1.0585 1.0585 1.0570 1.0596
PP 1.0543 1.0543 1.0543 1.0548
S1 1.0521 1.0521 1.0558 1.0532
S2 1.0479 1.0479 1.0552
S3 1.0415 1.0457 1.0546
S4 1.0351 1.0393 1.0529
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 1.0478 0.0147 1.4% 0.0074 0.7% 59% False False 156
10 1.0624 1.0400 0.0224 2.1% 0.0062 0.6% 73% False False 163
20 1.0624 0.9920 0.0705 6.7% 0.0090 0.9% 91% False False 170
40 1.0624 0.9826 0.0798 7.6% 0.0076 0.7% 92% False False 234
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0836
2.618 1.0732
1.618 1.0668
1.000 1.0628
0.618 1.0604
HIGH 1.0564
0.618 1.0540
0.500 1.0532
0.382 1.0524
LOW 1.0500
0.618 1.0460
1.000 1.0436
1.618 1.0396
2.618 1.0332
4.250 1.0228
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 1.0553 1.0560
PP 1.0543 1.0555
S1 1.0532 1.0551

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

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