CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	1.0207	1.0257	0.0051	0.5%	0.9919
High	1.0261	1.0272	0.0011	0.1%	1.0046
Low	1.0189	1.0141	-0.0049	-0.5%	0.9889
Close	1.0261	1.0141	-0.0121	-1.2%	1.0025
Range	0.0072	0.0132	0.0060	82.6%	0.0157
ATR	0.0097	0.0099	0.0002	2.5%	0.0000
Volume	120	47	-73	-60.8%	3,492

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0579	1.0491	1.0213
R3	1.0447	1.0360	1.0177
R2	1.0316	1.0316	1.0165
R1	1.0228	1.0228	1.0153	1.0206
PP	1.0184	1.0184	1.0184	1.0173
S1	1.0097	1.0097	1.0128	1.0075
S2	1.0053	1.0053	1.0116
S3	0.9921	0.9965	1.0104
S4	0.9790	0.9834	1.0068

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	1.0272	0.9889	0.0383	3.8%	0.0108	1.1%	66%	True	False	328
10	1.0272	0.9889	0.0383	3.8%	0.0086	0.8%	66%	True	False	432
20	1.0272	0.9826	0.0446	4.4%	0.0074	0.7%	71%	True	False	284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0831
2.618	1.0616
1.618	1.0485
1.000	1.0404
0.618	1.0353
HIGH	1.0272
0.618	1.0222
0.500	1.0206
0.382	1.0191
LOW	1.0141
0.618	1.0059
1.000	1.0009
1.618	0.9928
2.618	0.9796
4.250	0.9582

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	1.0206	1.0155
PP	1.0184	1.0150
S1	1.0162	1.0145

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols