CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 14-Nov-2022
Day Change Summary
Previous Current
11-Nov-2022 14-Nov-2022 Change Change % Previous Week
Open 1.0395 1.0549 0.0154 1.5% 1.0204
High 1.0581 1.0576 -0.0005 0.0% 1.0581
Low 1.0395 1.0548 0.0153 1.5% 1.0204
Close 1.0583 1.0576 -0.0008 -0.1% 1.0583
Range 0.0186 0.0028 -0.0158 -85.2% 0.0377
ATR 0.0102 0.0097 -0.0005 -4.7% 0.0000
Volume 39 39 0 0.0% 354
Daily Pivots for day following 14-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0649 1.0640 1.0591
R3 1.0621 1.0612 1.0583
R2 1.0594 1.0594 1.0581
R1 1.0585 1.0585 1.0578 1.0589
PP 1.0566 1.0566 1.0566 1.0569
S1 1.0557 1.0557 1.0573 1.0562
S2 1.0539 1.0539 1.0570
S3 1.0511 1.0530 1.0568
S4 1.0484 1.0502 1.0560
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1587 1.1462 1.0790
R3 1.1210 1.1085 1.0687
R2 1.0833 1.0833 1.0652
R1 1.0708 1.0708 1.0618 1.0770
PP 1.0456 1.0456 1.0456 1.0487
S1 1.0331 1.0331 1.0548 1.0393
S2 1.0079 1.0079 1.0514
S3 0.9702 0.9954 1.0479
S4 0.9325 0.9577 1.0376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0581 1.0231 0.0350 3.3% 0.0083 0.8% 99% False False 76
10 1.0581 0.9982 0.0599 5.7% 0.0065 0.6% 99% False False 40
20 1.0581 0.9946 0.0635 6.0% 0.0057 0.5% 99% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0692
2.618 1.0647
1.618 1.0620
1.000 1.0603
0.618 1.0592
HIGH 1.0576
0.618 1.0565
0.500 1.0562
0.382 1.0559
LOW 1.0548
0.618 1.0531
1.000 1.0521
1.618 1.0504
2.618 1.0476
4.250 1.0431
Fisher Pivots for day following 14-Nov-2022
Pivot 1 day 3 day
R1 1.0571 1.0522
PP 1.0566 1.0469
S1 1.0562 1.0416

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

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