CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 0.9870 0.9880 0.0010 0.1% 1.0000
High 0.9879 0.9891 0.0012 0.1% 1.0187
Low 0.9870 0.9880 0.0010 0.1% 0.9906
Close 0.9879 0.9883 0.0004 0.0% 0.9911
Range 0.0009 0.0011 0.0003 29.4% 0.0281
ATR 0.0108 0.0102 -0.0007 -6.4% 0.0000
Volume 2 17 15 750.0% 610
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.9917 0.9911 0.9889
R3 0.9906 0.9900 0.9886
R2 0.9895 0.9895 0.9885
R1 0.9889 0.9889 0.9884 0.9892
PP 0.9884 0.9884 0.9884 0.9886
S1 0.9878 0.9878 0.9881 0.9881
S2 0.9873 0.9873 0.9880
S3 0.9862 0.9867 0.9879
S4 0.9851 0.9856 0.9876
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 1.0076 0.9870 0.0206 2.1% 0.0034 0.3% 6% False False 109
10 1.0187 0.9725 0.0462 4.7% 0.0081 0.8% 34% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9937
2.618 0.9919
1.618 0.9908
1.000 0.9902
0.618 0.9897
HIGH 0.9891
0.618 0.9886
0.500 0.9885
0.382 0.9884
LOW 0.9880
0.618 0.9873
1.000 0.9869
1.618 0.9862
2.618 0.9851
4.250 0.9833
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 0.9885 0.9930
PP 0.9884 0.9914
S1 0.9883 0.9898

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

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