CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 07-Nov-2022
Day Change Summary
Previous Current
04-Nov-2022 07-Nov-2022 Change Change % Previous Week
Open 1.0178 1.0204 0.0026 0.3% 1.0165
High 1.0192 1.0257 0.0065 0.6% 1.0206
Low 1.0178 1.0204 0.0026 0.3% 0.9982
Close 1.0178 1.0257 0.0079 0.8% 1.0178
Range 0.0014 0.0053 0.0039 278.6% 0.0225
ATR 0.0093 0.0092 -0.0001 -1.1% 0.0000
Volume 0 9 9 19
Daily Pivots for day following 07-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0398 1.0380 1.0286
R3 1.0345 1.0327 1.0271
R2 1.0292 1.0292 1.0266
R1 1.0274 1.0274 1.0261 1.0283
PP 1.0239 1.0239 1.0239 1.0243
S1 1.0221 1.0221 1.0252 1.0230
S2 1.0186 1.0186 1.0247
S3 1.0133 1.0168 1.0242
S4 1.0080 1.0115 1.0227
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0795 1.0711 1.0301
R3 1.0571 1.0487 1.0240
R2 1.0346 1.0346 1.0219
R1 1.0262 1.0262 1.0199 1.0304
PP 1.0122 1.0122 1.0122 1.0143
S1 1.0038 1.0038 1.0157 1.0080
S2 0.9897 0.9897 1.0137
S3 0.9673 0.9813 1.0116
S4 0.9448 0.9589 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0257 0.9982 0.0275 2.7% 0.0047 0.5% 100% True False 4
10 1.0324 0.9982 0.0342 3.3% 0.0047 0.5% 80% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0482
2.618 1.0395
1.618 1.0342
1.000 1.0310
0.618 1.0289
HIGH 1.0257
0.618 1.0236
0.500 1.0230
0.382 1.0224
LOW 1.0204
0.618 1.0171
1.000 1.0151
1.618 1.0118
2.618 1.0065
4.250 0.9978
Fisher Pivots for day following 07-Nov-2022
Pivot 1 day 3 day
R1 1.0248 1.0211
PP 1.0239 1.0165
S1 1.0230 1.0119

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

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