CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 0.9943 0.9870 -0.0073 -0.7% 1.0000
High 0.9990 0.9879 -0.0111 -1.1% 1.0187
Low 0.9906 0.9870 -0.0036 -0.4% 0.9906
Close 0.9911 0.9879 -0.0032 -0.3% 0.9911
Range 0.0084 0.0009 -0.0075 -89.8% 0.0281
ATR 0.0114 0.0108 -0.0005 -4.6% 0.0000
Volume 12 2 -10 -83.3% 610
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.9901 0.9898 0.9883
R3 0.9893 0.9890 0.9881
R2 0.9884 0.9884 0.9880
R1 0.9881 0.9881 0.9879 0.9883
PP 0.9876 0.9876 0.9876 0.9876
S1 0.9873 0.9873 0.9878 0.9874
S2 0.9867 0.9867 0.9877
S3 0.9859 0.9864 0.9876
S4 0.9850 0.9856 0.9874
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0844 1.0658 1.0065
R3 1.0563 1.0377 0.9988
R2 1.0282 1.0282 0.9962
R1 1.0096 1.0096 0.9936 1.0049
PP 1.0001 1.0001 1.0001 0.9977
S1 0.9815 0.9815 0.9885 0.9768
S2 0.9720 0.9720 0.9859
S3 0.9439 0.9534 0.9833
S4 0.9158 0.9253 0.9756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0187 0.9870 0.0317 3.2% 0.0064 0.7% 3% False True 114
10 1.0187 0.9725 0.0462 4.7% 0.0088 0.9% 33% False False 89
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9901
1.618 0.9892
1.000 0.9887
0.618 0.9884
HIGH 0.9879
0.618 0.9875
0.500 0.9874
0.382 0.9873
LOW 0.9870
0.618 0.9865
1.000 0.9862
1.618 0.9856
2.618 0.9848
4.250 0.9834
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 0.9877 0.9933
PP 0.9876 0.9915
S1 0.9874 0.9897

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

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