CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 1.0700 1.0660 -0.0040 -0.4% 1.0526
High 1.0730 1.0665 -0.0065 -0.6% 1.0692
Low 1.0638 1.0612 -0.0027 -0.2% 1.0478
Close 1.0642 1.0612 -0.0031 -0.3% 1.0684
Range 0.0092 0.0054 -0.0038 -41.5% 0.0214
ATR 0.0097 0.0093 -0.0003 -3.2% 0.0000
Volume 2,058 1,838 -220 -10.7% 965
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0790 1.0754 1.0641
R3 1.0736 1.0701 1.0626
R2 1.0683 1.0683 1.0621
R1 1.0647 1.0647 1.0616 1.0638
PP 1.0629 1.0629 1.0629 1.0625
S1 1.0594 1.0594 1.0607 1.0585
S2 1.0576 1.0576 1.0602
S3 1.0522 1.0540 1.0597
S4 1.0469 1.0487 1.0582
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 1.0730 1.0500 0.0230 2.2% 0.0091 0.9% 49% False False 930
10 1.0730 1.0414 0.0316 3.0% 0.0080 0.8% 63% False False 536
20 1.0730 1.0150 0.0580 5.5% 0.0087 0.8% 80% False False 383
40 1.0730 0.9826 0.0904 8.5% 0.0082 0.8% 87% False False 329
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0892
2.618 1.0805
1.618 1.0752
1.000 1.0719
0.618 1.0698
HIGH 1.0665
0.618 1.0645
0.500 1.0638
0.382 1.0632
LOW 1.0612
0.618 1.0578
1.000 1.0558
1.618 1.0525
2.618 1.0471
4.250 1.0384
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 1.0638 1.0655
PP 1.0629 1.0640
S1 1.0620 1.0626

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

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