CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	1.0012	0.9953	-0.0059	-0.6%	1.0054
High	1.0012	1.0133	0.0121	1.2%	1.0133
Low	0.9921	0.9920	-0.0001	0.0%	0.9920
Close	0.9921	1.0117	0.0197	2.0%	1.0117
Range	0.0091	0.0213	0.0122	134.1%	0.0213
ATR	0.0091	0.0100	0.0009	9.6%	0.0000
Volume	2	21	19	950.0%	322

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0695	1.0619	1.0234
R3	1.0482	1.0406	1.0176
R2	1.0269	1.0269	1.0156
R1	1.0193	1.0193	1.0137	1.0231
PP	1.0056	1.0056	1.0056	1.0075
S1	0.9980	0.9980	1.0097	1.0018
S2	0.9843	0.9843	1.0078
S3	0.9630	0.9767	1.0058
S4	0.9417	0.9554	1.0000

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0695	1.0619	1.0234
R3	1.0482	1.0406	1.0176
R2	1.0269	1.0269	1.0156
R1	1.0193	1.0193	1.0137	1.0231
PP	1.0056	1.0056	1.0056	1.0075
S1	0.9980	0.9980	1.0097	1.0018
S2	0.9843	0.9843	1.0078
S3	0.9630	0.9767	1.0058
S4	0.9417	0.9554	1.0000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0133	0.9920	0.0213	2.1%	0.0078	0.8%	93%	True	True	64
10	1.0272	0.9920	0.0353	3.5%	0.0083	0.8%	56%	False	True	123
20	1.0272	0.9826	0.0446	4.4%	0.0074	0.7%	65%	False	False	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.1038
2.618	1.0690
1.618	1.0477
1.000	1.0346
0.618	1.0264
HIGH	1.0133
0.618	1.0051
0.500	1.0026
0.382	1.0001
LOW	0.9920
0.618	0.9788
1.000	0.9707
1.618	0.9575
2.618	0.9362
4.250	0.9014

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	1.0087	1.0087
PP	1.0056	1.0056
S1	1.0026	1.0026

Download as Excel Spreadsheet

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

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