CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 1.0660 1.0608 -0.0052 -0.5% 1.0526
High 1.0665 1.0679 0.0014 0.1% 1.0692
Low 1.0612 1.0608 -0.0004 0.0% 1.0478
Close 1.0612 1.0660 0.0049 0.5% 1.0684
Range 0.0054 0.0071 0.0017 31.8% 0.0214
ATR 0.0093 0.0092 -0.0002 -1.8% 0.0000
Volume 1,838 3,240 1,402 76.3% 965
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0860 1.0831 1.0699
R3 1.0790 1.0760 1.0679
R2 1.0719 1.0719 1.0673
R1 1.0690 1.0690 1.0666 1.0705
PP 1.0649 1.0649 1.0649 1.0656
S1 1.0619 1.0619 1.0654 1.0634
S2 1.0578 1.0578 1.0647
S3 1.0508 1.0549 1.0641
S4 1.0437 1.0478 1.0621
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 1.0545 0.0185 1.7% 0.0093 0.9% 62% False False 1,511
10 1.0730 1.0478 0.0252 2.4% 0.0083 0.8% 72% False False 833
20 1.0730 1.0150 0.0580 5.4% 0.0086 0.8% 88% False False 544
40 1.0730 0.9826 0.0904 8.5% 0.0084 0.8% 92% False False 409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0978
2.618 1.0863
1.618 1.0793
1.000 1.0749
0.618 1.0722
HIGH 1.0679
0.618 1.0652
0.500 1.0643
0.382 1.0635
LOW 1.0608
0.618 1.0564
1.000 1.0538
1.618 1.0494
2.618 1.0423
4.250 1.0308
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 1.0654 1.0669
PP 1.0649 1.0666
S1 1.0643 1.0663

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

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