CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 1.0602 1.0451 -0.0151 -1.4% 1.0549
High 1.0618 1.0486 -0.0132 -1.2% 1.0634
Low 1.0547 1.0451 -0.0096 -0.9% 1.0531
Close 1.0556 1.0464 -0.0092 -0.9% 1.0556
Range 0.0071 0.0036 -0.0036 -50.0% 0.0104
ATR 0.0088 0.0089 0.0001 1.4% 0.0000
Volume 1 86 85 8,500.0% 188
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0573 1.0554 1.0484
R3 1.0538 1.0519 1.0474
R2 1.0502 1.0502 1.0471
R1 1.0483 1.0483 1.0467 1.0493
PP 1.0467 1.0467 1.0467 1.0472
S1 1.0448 1.0448 1.0461 1.0457
S2 1.0431 1.0431 1.0457
S3 1.0396 1.0412 1.0454
S4 1.0360 1.0377 1.0444
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0884 1.0823 1.0612
R3 1.0780 1.0720 1.0584
R2 1.0677 1.0677 1.0574
R1 1.0616 1.0616 1.0565 1.0647
PP 1.0573 1.0573 1.0573 1.0589
S1 1.0513 1.0513 1.0546 1.0543
S2 1.0470 1.0470 1.0537
S3 1.0366 1.0409 1.0527
S4 1.0263 1.0306 1.0499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0634 1.0451 0.0184 1.8% 0.0042 0.4% 7% False True 47
10 1.0634 1.0231 0.0403 3.9% 0.0063 0.6% 58% False False 61
20 1.0634 0.9982 0.0653 6.2% 0.0055 0.5% 74% False False 35
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0637
2.618 1.0579
1.618 1.0543
1.000 1.0522
0.618 1.0508
HIGH 1.0486
0.618 1.0472
0.500 1.0468
0.382 1.0464
LOW 1.0451
0.618 1.0429
1.000 1.0415
1.618 1.0393
2.618 1.0358
4.250 1.0300
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 1.0468 1.0534
PP 1.0467 1.0511
S1 1.0465 1.0487

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

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