CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 31-Oct-2022
Day Change Summary
Previous Current
28-Oct-2022 31-Oct-2022 Change Change % Previous Week
Open 1.0150 1.0054 -0.0096 -0.9% 0.9989
High 1.0167 1.0064 -0.0103 -1.0% 1.0272
Low 1.0104 1.0054 -0.0050 -0.5% 0.9989
Close 1.0130 1.0060 -0.0070 -0.7% 1.0130
Range 0.0064 0.0010 -0.0054 -84.3% 0.0283
ATR 0.0097 0.0095 -0.0002 -1.6% 0.0000
Volume 84 75 -9 -10.7% 916
Daily Pivots for day following 31-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0089 1.0085 1.0066
R3 1.0079 1.0075 1.0063
R2 1.0069 1.0069 1.0062
R1 1.0065 1.0065 1.0061 1.0067
PP 1.0059 1.0059 1.0059 1.0061
S1 1.0055 1.0055 1.0059 1.0057
S2 1.0049 1.0049 1.0058
S3 1.0039 1.0045 1.0057
S4 1.0029 1.0035 1.0055
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0979 1.0837 1.0285
R3 1.0696 1.0554 1.0207
R2 1.0413 1.0413 1.0181
R1 1.0271 1.0271 1.0155 1.0342
PP 1.0130 1.0130 1.0130 1.0166
S1 0.9988 0.9988 1.0104 1.0059
S2 0.9847 0.9847 1.0078
S3 0.9564 0.9705 1.0052
S4 0.9281 0.9422 0.9974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0272 1.0039 0.0234 2.3% 0.0078 0.8% 9% False False 197
10 1.0272 0.9889 0.0383 3.8% 0.0074 0.7% 45% False False 443
20 1.0272 0.9826 0.0446 4.4% 0.0071 0.7% 52% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0107
2.618 1.0090
1.618 1.0080
1.000 1.0074
0.618 1.0070
HIGH 1.0064
0.618 1.0060
0.500 1.0059
0.382 1.0058
LOW 1.0054
0.618 1.0048
1.000 1.0044
1.618 1.0038
2.618 1.0028
4.250 1.0012
Fisher Pivots for day following 31-Oct-2022
Pivot 1 day 3 day
R1 1.0060 1.0163
PP 1.0059 1.0129
S1 1.0059 1.0094

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

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