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

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

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