CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.9916 0.9849 -0.0067 -0.7% 1.0062
High 0.9940 1.0066 0.0126 1.3% 1.0081
Low 0.9835 0.9844 0.0009 0.1% 0.9835
Close 0.9854 1.0049 0.0196 2.0% 1.0049
Range 0.0105 0.0223 0.0118 111.9% 0.0246
ATR 0.0114 0.0122 0.0008 6.8% 0.0000
Volume 1,045 910 -135 -12.9% 4,341
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0654 1.0574 1.0171
R3 1.0431 1.0351 1.0110
R2 1.0209 1.0209 1.0090
R1 1.0129 1.0129 1.0069 1.0169
PP 0.9986 0.9986 0.9986 1.0006
S1 0.9906 0.9906 1.0029 0.9946
S2 0.9764 0.9764 1.0008
S3 0.9541 0.9684 0.9988
S4 0.9319 0.9461 0.9927
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0725 1.0632 1.0184
R3 1.0479 1.0387 1.0117
R2 1.0234 1.0234 1.0094
R1 1.0141 1.0141 1.0072 1.0065
PP 0.9988 0.9988 0.9988 0.9950
S1 0.9896 0.9896 1.0026 0.9819
S2 0.9743 0.9743 1.0004
S3 0.9497 0.9650 0.9981
S4 0.9252 0.9405 0.9914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0081 0.9835 0.0246 2.4% 0.0136 1.4% 87% False False 868
10 1.0201 0.9835 0.0366 3.6% 0.0122 1.2% 58% False False 760
20 1.0201 0.9762 0.0439 4.4% 0.0109 1.1% 65% False False 776
40 1.0322 0.9658 0.0664 6.6% 0.0115 1.1% 59% False False 882
60 1.0496 0.9658 0.0838 8.3% 0.0105 1.0% 47% False False 765
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 0.0023
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.1012
2.618 1.0649
1.618 1.0426
1.000 1.0289
0.618 1.0204
HIGH 1.0066
0.618 0.9981
0.500 0.9955
0.382 0.9928
LOW 0.9844
0.618 0.9706
1.000 0.9621
1.618 0.9483
2.618 0.9261
4.250 0.8898
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 1.0018 1.0019
PP 0.9986 0.9988
S1 0.9955 0.9958

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

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