CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 09-Dec-2022
Day Change Summary
Previous Current
08-Dec-2022 09-Dec-2022 Change Change % Previous Week
Open 1.0642 1.0712 0.0070 0.7% 1.0700
High 1.0703 1.0730 0.0027 0.2% 1.0730
Low 1.0638 1.0654 0.0016 0.2% 1.0608
Close 1.0703 1.0688 -0.0015 -0.1% 1.0688
Range 0.0065 0.0076 0.0011 16.2% 0.0122
ATR 0.0090 0.0089 -0.0001 -1.1% 0.0000
Volume 1,156 94 -1,062 -91.9% 8,386
Daily Pivots for day following 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0917 1.0878 1.0730
R3 1.0842 1.0803 1.0709
R2 1.0766 1.0766 1.0702
R1 1.0727 1.0727 1.0695 1.0709
PP 1.0691 1.0691 1.0691 1.0681
S1 1.0652 1.0652 1.0681 1.0633
S2 1.0615 1.0615 1.0674
S3 1.0540 1.0576 1.0667
S4 1.0464 1.0501 1.0646
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1040 1.0985 1.0755
R3 1.0918 1.0864 1.0721
R2 1.0797 1.0797 1.0710
R1 1.0742 1.0742 1.0699 1.0709
PP 1.0675 1.0675 1.0675 1.0658
S1 1.0621 1.0621 1.0677 1.0587
S2 1.0554 1.0554 1.0666
S3 1.0432 1.0499 1.0655
S4 1.0311 1.0378 1.0621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0608 0.0122 1.1% 0.0071 0.7% 66% True False 1,677
10 1.0730 1.0478 0.0252 2.4% 0.0083 0.8% 84% True False 935
20 1.0730 1.0334 0.0396 3.7% 0.0078 0.7% 90% True False 558
40 1.0730 0.9889 0.0841 7.9% 0.0083 0.8% 95% True False 422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1050
2.618 1.0927
1.618 1.0852
1.000 1.0805
0.618 1.0776
HIGH 1.0730
0.618 1.0701
0.500 1.0692
0.382 1.0683
LOW 1.0654
0.618 1.0607
1.000 1.0579
1.618 1.0532
2.618 1.0456
4.250 1.0333
Fisher Pivots for day following 09-Dec-2022
Pivot 1 day 3 day
R1 1.0692 1.0682
PP 1.0691 1.0675
S1 1.0689 1.0669

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

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