CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 1.0568 1.0664 0.0096 0.9% 1.0526
High 1.0681 1.0692 0.0011 0.1% 1.0692
Low 1.0545 1.0580 0.0035 0.3% 1.0478
Close 1.0668 1.0684 0.0017 0.2% 1.0684
Range 0.0136 0.0112 -0.0024 -17.6% 0.0214
ATR 0.0096 0.0097 0.0001 1.2% 0.0000
Volume 257 162 -95 -37.0% 965
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0988 1.0948 1.0746
R3 1.0876 1.0836 1.0715
R2 1.0764 1.0764 1.0705
R1 1.0724 1.0724 1.0694 1.0744
PP 1.0652 1.0652 1.0652 1.0662
S1 1.0612 1.0612 1.0674 1.0632
S2 1.0540 1.0540 1.0663
S3 1.0428 1.0500 1.0653
S4 1.0316 1.0388 1.0622
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1260 1.1186 1.0802
R3 1.1046 1.0972 1.0743
R2 1.0832 1.0832 1.0723
R1 1.0758 1.0758 1.0704 1.0795
PP 1.0618 1.0618 1.0618 1.0636
S1 1.0544 1.0544 1.0664 1.0581
S2 1.0404 1.0404 1.0645
S3 1.0190 1.0330 1.0625
S4 0.9976 1.0116 1.0566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0692 1.0478 0.0214 2.0% 0.0095 0.9% 96% True False 193
10 1.0692 1.0400 0.0292 2.7% 0.0076 0.7% 97% True False 157
20 1.0692 0.9920 0.0772 7.2% 0.0094 0.9% 99% True False 190
40 1.0692 0.9826 0.0866 8.1% 0.0081 0.8% 99% True False 231
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1168
2.618 1.0985
1.618 1.0873
1.000 1.0804
0.618 1.0761
HIGH 1.0692
0.618 1.0649
0.500 1.0636
0.382 1.0622
LOW 1.0580
0.618 1.0510
1.000 1.0468
1.618 1.0398
2.618 1.0286
4.250 1.0104
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 1.0668 1.0655
PP 1.0652 1.0625
S1 1.0636 1.0596

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

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