CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 1.0500 1.0568 0.0068 0.6% 1.0423
High 1.0564 1.0681 0.0117 1.1% 1.0598
Low 1.0500 1.0545 0.0045 0.4% 1.0400
Close 1.0564 1.0668 0.0104 1.0% 1.0559
Range 0.0064 0.0136 0.0072 112.5% 0.0198
ATR 0.0093 0.0096 0.0003 3.3% 0.0000
Volume 339 257 -82 -24.2% 540
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1039 1.0989 1.0742
R3 1.0903 1.0853 1.0705
R2 1.0767 1.0767 1.0692
R1 1.0717 1.0717 1.0680 1.0742
PP 1.0631 1.0631 1.0631 1.0644
S1 1.0581 1.0581 1.0655 1.0606
S2 1.0495 1.0495 1.0643
S3 1.0359 1.0445 1.0630
S4 1.0223 1.0309 1.0593
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 1.0681 1.0478 0.0204 1.9% 0.0089 0.8% 93% True False 188
10 1.0681 1.0400 0.0281 2.6% 0.0069 0.6% 95% True False 142
20 1.0681 0.9920 0.0762 7.1% 0.0093 0.9% 98% True False 182
40 1.0681 0.9826 0.0855 8.0% 0.0079 0.7% 98% True False 240
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 0.0010
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1037
1.618 1.0901
1.000 1.0817
0.618 1.0765
HIGH 1.0681
0.618 1.0629
0.500 1.0613
0.382 1.0597
LOW 1.0545
0.618 1.0461
1.000 1.0409
1.618 1.0325
2.618 1.0189
4.250 0.9967
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 1.0649 1.0638
PP 1.0631 1.0609
S1 1.0613 1.0579

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

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