CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	1.0086	1.0012	-0.0074	-0.7%	0.9989
High	1.0086	1.0012	-0.0074	-0.7%	1.0272
Low	1.0010	0.9921	-0.0090	-0.9%	0.9989
Close	1.0054	0.9921	-0.0134	-1.3%	1.0130
Range	0.0076	0.0091	0.0016	20.5%	0.0283
ATR	0.0088	0.0091	0.0003	3.7%	0.0000
Volume	14	2	-12	-85.7%	916

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0224	1.0163	0.9971
R3	1.0133	1.0072	0.9946
R2	1.0042	1.0042	0.9937
R1	0.9981	0.9981	0.9929	0.9966
PP	0.9951	0.9951	0.9951	0.9943
S1	0.9890	0.9890	0.9912	0.9875
S2	0.9860	0.9860	0.9904
S3	0.9769	0.9799	0.9895
S4	0.9678	0.9708	0.9870

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	1.0167	0.9921	0.0247	2.5%	0.0048	0.5%	0%	False	True	77
10	1.0272	0.9889	0.0383	3.9%	0.0078	0.8%	8%	False	False	202
20	1.0272	0.9826	0.0446	4.5%	0.0068	0.7%	21%	False	False	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0398
2.618	1.0250
1.618	1.0159
1.000	1.0103
0.618	1.0068
HIGH	1.0012
0.618	0.9977
0.500	0.9966
0.382	0.9955
LOW	0.9921
0.618	0.9864
1.000	0.9830
1.618	0.9773
2.618	0.9682
4.250	0.9534

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	0.9966	1.0003
PP	0.9951	0.9976
S1	0.9936	0.9948

Download as Excel Spreadsheet

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

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