CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 1.0549 1.0622 0.0073 0.7% 1.0451
High 1.0623 1.0659 0.0037 0.3% 1.0659
Low 1.0549 1.0581 0.0032 0.3% 1.0451
Close 1.0623 1.0622 -0.0001 0.0% 1.0622
Range 0.0074 0.0079 0.0005 6.8% 0.0209
ATR 0.0088 0.0087 -0.0001 -0.7% 0.0000
Volume 89 60 -29 -32.6% 235
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0856 1.0817 1.0665
R3 1.0777 1.0739 1.0643
R2 1.0699 1.0699 1.0636
R1 1.0660 1.0660 1.0629 1.0661
PP 1.0620 1.0620 1.0620 1.0621
S1 1.0582 1.0582 1.0614 1.0582
S2 1.0542 1.0542 1.0607
S3 1.0463 1.0503 1.0600
S4 1.0385 1.0425 1.0578
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1203 1.1121 1.0736
R3 1.0994 1.0912 1.0679
R2 1.0786 1.0786 1.0660
R1 1.0704 1.0704 1.0641 1.0745
PP 1.0577 1.0577 1.0577 1.0598
S1 1.0495 1.0495 1.0602 1.0536
S2 1.0369 1.0369 1.0583
S3 1.0160 1.0287 1.0564
S4 0.9952 1.0078 1.0507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0659 1.0451 0.0209 2.0% 0.0052 0.5% 82% True False 47
10 1.0659 1.0395 0.0264 2.5% 0.0058 0.5% 86% True False 46
20 1.0659 0.9982 0.0678 6.4% 0.0056 0.5% 94% True False 41
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 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0993
2.618 1.0865
1.618 1.0786
1.000 1.0738
0.618 1.0708
HIGH 1.0659
0.618 1.0629
0.500 1.0620
0.382 1.0610
LOW 1.0581
0.618 1.0532
1.000 1.0502
1.618 1.0453
2.618 1.0375
4.250 1.0247
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 1.0621 1.0611
PP 1.0620 1.0600
S1 1.0620 1.0589

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

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