CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 19-Oct-2022
Day Change Summary
Previous Current
18-Oct-2022 19-Oct-2022 Change Change % Previous Week
Open 1.0014 0.9996 -0.0019 -0.2% 0.9870
High 1.0032 0.9996 -0.0036 -0.4% 0.9986
Low 1.0014 0.9946 -0.0069 -0.7% 0.9826
Close 1.0032 0.9946 -0.0086 -0.9% 0.9909
Range 0.0018 0.0050 0.0033 185.7% 0.0160
ATR 0.0094 0.0093 -0.0001 -0.6% 0.0000
Volume 10 702 692 6,920.0% 740
Daily Pivots for day following 19-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0112 1.0079 0.9973
R3 1.0062 1.0029 0.9959
R2 1.0012 1.0012 0.9955
R1 0.9979 0.9979 0.9950 0.9971
PP 0.9962 0.9962 0.9962 0.9958
S1 0.9929 0.9929 0.9941 0.9921
S2 0.9912 0.9912 0.9936
S3 0.9862 0.9879 0.9932
S4 0.9812 0.9829 0.9918
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% 0.0083 0.8% 58% False False 156
10 1.0032 0.9826 0.0206 2.1% 0.0054 0.5% 58% False False 201
20 1.0187 0.9725 0.0462 4.6% 0.0084 0.8% 48% False False 131
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 1.0208
2.618 1.0126
1.618 1.0076
1.000 1.0046
0.618 1.0026
HIGH 0.9996
0.618 0.9976
0.500 0.9971
0.382 0.9965
LOW 0.9946
0.618 0.9915
1.000 0.9896
1.618 0.9865
2.618 0.9815
4.250 0.9733
Fisher Pivots for day following 19-Oct-2022
Pivot 1 day 3 day
R1 0.9971 0.9975
PP 0.9962 0.9965
S1 0.9954 0.9955

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

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