CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 1.0652 1.0697 0.0045 0.4% 1.0700
High 1.0724 1.0809 0.0085 0.8% 1.0730
Low 1.0652 1.0675 0.0023 0.2% 1.0608
Close 1.0667 1.0777 0.0111 1.0% 1.0688
Range 0.0072 0.0134 0.0062 85.4% 0.0122
ATR 0.0088 0.0092 0.0004 4.4% 0.0000
Volume 232 1,872 1,640 706.9% 8,386
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1154 1.1099 1.0850
R3 1.1021 1.0966 1.0814
R2 1.0887 1.0887 1.0801
R1 1.0832 1.0832 1.0789 1.0860
PP 1.0754 1.0754 1.0754 1.0767
S1 1.0699 1.0699 1.0765 1.0726
S2 1.0620 1.0620 1.0753
S3 1.0487 1.0565 1.0740
S4 1.0353 1.0432 1.0704
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 1.0809 1.0608 0.0201 1.9% 0.0083 0.8% 84% True False 1,318
10 1.0809 1.0500 0.0309 2.9% 0.0087 0.8% 90% True False 1,124
20 1.0809 1.0400 0.0409 3.8% 0.0076 0.7% 92% True False 645
40 1.0809 0.9889 0.0920 8.5% 0.0084 0.8% 97% True False 474
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1376
2.618 1.1158
1.618 1.1025
1.000 1.0942
0.618 1.0891
HIGH 1.0809
0.618 1.0758
0.500 1.0742
0.382 1.0726
LOW 1.0675
0.618 1.0592
1.000 1.0542
1.618 1.0459
2.618 1.0325
4.250 1.0108
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 1.0765 1.0761
PP 1.0754 1.0746
S1 1.0742 1.0730

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

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