CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 17-Oct-2022
Day Change Summary
Previous Current
14-Oct-2022 17-Oct-2022 Change Change % Previous Week
Open 0.9909 0.9919 0.0010 0.1% 0.9870
High 0.9986 1.0032 0.0047 0.5% 0.9986
Low 0.9902 0.9919 0.0017 0.2% 0.9826
Close 0.9909 1.0032 0.0124 1.2% 0.9909
Range 0.0084 0.0114 0.0030 35.9% 0.0160
ATR 0.0098 0.0099 0.0002 1.9% 0.0000
Volume 0 51 51 740
Daily Pivots for day following 17-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0335 1.0297 1.0094
R3 1.0221 1.0183 1.0063
R2 1.0108 1.0108 1.0053
R1 1.0070 1.0070 1.0042 1.0089
PP 0.9994 0.9994 0.9994 1.0004
S1 0.9956 0.9956 1.0022 0.9975
S2 0.9881 0.9881 1.0011
S3 0.9767 0.9843 1.0001
S4 0.9654 0.9729 0.9970
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0385 1.0306 0.9996
R3 1.0226 1.0147 0.9952
R2 1.0066 1.0066 0.9938
R1 0.9987 0.9987 0.9923 1.0027
PP 0.9907 0.9907 0.9907 0.9926
S1 0.9828 0.9828 0.9894 0.9867
S2 0.9747 0.9747 0.9879
S3 0.9588 0.9668 0.9865
S4 0.9428 0.9509 0.9821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0032 0.9826 0.0206 2.1% 0.0072 0.7% 100% True False 157
10 1.0187 0.9826 0.0361 3.6% 0.0068 0.7% 57% False False 136
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0514
2.618 1.0329
1.618 1.0216
1.000 1.0146
0.618 1.0102
HIGH 1.0032
0.618 0.9989
0.500 0.9975
0.382 0.9962
LOW 0.9919
0.618 0.9848
1.000 0.9805
1.618 0.9735
2.618 0.9621
4.250 0.9436
Fisher Pivots for day following 17-Oct-2022
Pivot 1 day 3 day
R1 1.0013 0.9998
PP 0.9994 0.9963
S1 0.9975 0.9929

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

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