CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 1.0204 1.0293 0.0090 0.9% 1.0165
High 1.0257 1.0304 0.0047 0.5% 1.0206
Low 1.0204 1.0293 0.0090 0.9% 0.9982
Close 1.0257 1.0304 0.0047 0.5% 1.0178
Range 0.0053 0.0011 -0.0043 -80.2% 0.0225
ATR 0.0092 0.0089 -0.0003 -3.5% 0.0000
Volume 9 14 5 55.6% 19
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0332 1.0328 1.0309
R3 1.0321 1.0318 1.0306
R2 1.0311 1.0311 1.0305
R1 1.0307 1.0307 1.0304 1.0309
PP 1.0300 1.0300 1.0300 1.0301
S1 1.0297 1.0297 1.0303 1.0298
S2 1.0290 1.0290 1.0302
S3 1.0279 1.0286 1.0301
S4 1.0269 1.0276 1.0298
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 1.0304 0.9982 0.0322 3.1% 0.0033 0.3% 100% True False 6
10 1.0324 0.9982 0.0342 3.3% 0.0037 0.4% 94% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0348
2.618 1.0331
1.618 1.0320
1.000 1.0314
0.618 1.0310
HIGH 1.0304
0.618 1.0299
0.500 1.0298
0.382 1.0297
LOW 1.0293
0.618 1.0287
1.000 1.0283
1.618 1.0276
2.618 1.0266
4.250 1.0248
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 1.0302 1.0283
PP 1.0300 1.0262
S1 1.0298 1.0241

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

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