CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 21-Oct-2022
Day Change Summary
Previous Current
20-Oct-2022 21-Oct-2022 Change Change % Previous Week
Open 0.9956 0.9940 -0.0016 -0.2% 0.9919
High 1.0014 1.0046 0.0032 0.3% 1.0046
Low 0.9956 0.9889 -0.0067 -0.7% 0.9889
Close 0.9963 1.0025 0.0062 0.6% 1.0025
Range 0.0059 0.0157 0.0099 168.4% 0.0157
ATR 0.0091 0.0096 0.0005 5.1% 0.0000
Volume 1,921 808 -1,113 -57.9% 3,492
Daily Pivots for day following 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0458 1.0398 1.0111
R3 1.0301 1.0241 1.0068
R2 1.0144 1.0144 1.0053
R1 1.0084 1.0084 1.0039 1.0114
PP 0.9987 0.9987 0.9987 1.0001
S1 0.9927 0.9927 1.0010 0.9957
S2 0.9830 0.9830 0.9996
S3 0.9673 0.9770 0.9981
S4 0.9516 0.9613 0.9938
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0458 1.0398 1.0111
R3 1.0301 1.0241 1.0068
R2 1.0144 1.0144 1.0053
R1 1.0084 1.0084 1.0039 1.0114
PP 0.9987 0.9987 0.9987 1.0001
S1 0.9927 0.9927 1.0010 0.9957
S2 0.9830 0.9830 0.9996
S3 0.9673 0.9770 0.9981
S4 0.9516 0.9613 0.9938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0046 0.9889 0.0157 1.6% 0.0079 0.8% 86% True True 698
10 1.0046 0.9826 0.0220 2.2% 0.0065 0.6% 90% True False 423
20 1.0187 0.9725 0.0462 4.6% 0.0083 0.8% 65% False False 257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0713
2.618 1.0457
1.618 1.0300
1.000 1.0203
0.618 1.0143
HIGH 1.0046
0.618 0.9986
0.500 0.9968
0.382 0.9949
LOW 0.9889
0.618 0.9792
1.000 0.9732
1.618 0.9635
2.618 0.9478
4.250 0.9222
Fisher Pivots for day following 21-Oct-2022
Pivot 1 day 3 day
R1 1.0006 1.0006
PP 0.9987 0.9987
S1 0.9968 0.9968

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

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