CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	1.0057	1.0086	0.0029	0.3%	0.9989
High	1.0057	1.0086	0.0029	0.3%	1.0272
Low	1.0057	1.0010	-0.0047	-0.5%	0.9989
Close	1.0057	1.0054	-0.0003	0.0%	1.0130
Range	0.0000	0.0076	0.0076		0.0283
ATR	0.0089	0.0088	-0.0001	-1.1%	0.0000
Volume	210	14	-196	-93.3%	916

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0276	1.0241	1.0096
R3	1.0201	1.0165	1.0075
R2	1.0125	1.0125	1.0068
R1	1.0090	1.0090	1.0061	1.0070
PP	1.0050	1.0050	1.0050	1.0040
S1	1.0014	1.0014	1.0047	0.9994
S2	0.9974	0.9974	1.0040
S3	0.9899	0.9939	1.0033
S4	0.9823	0.9863	1.0012

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	1.0010	0.0262	2.6%	0.0056	0.6%	17%	False	True	86
10	1.0272	0.9889	0.0383	3.8%	0.0075	0.7%	43%	False	False	394
20	1.0272	0.9826	0.0446	4.4%	0.0065	0.6%	51%	False	False	298

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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0406
2.618	1.0283
1.618	1.0208
1.000	1.0161
0.618	1.0132
HIGH	1.0086
0.618	1.0057
0.500	1.0048
0.382	1.0039
LOW	1.0010
0.618	0.9963
1.000	0.9935
1.618	0.9888
2.618	0.9812
4.250	0.9689

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	1.0052	1.0052
PP	1.0050	1.0050
S1	1.0048	1.0048

Download as Excel Spreadsheet

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

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