CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 08-Nov-2022
Day Change Summary
Previous Current
07-Nov-2022 08-Nov-2022 Change Change % Previous Week
Open 1.0119 1.0163 0.0044 0.4% 1.0054
High 1.0200 1.0246 0.0047 0.5% 1.0133
Low 1.0119 1.0163 0.0044 0.4% 0.9920
Close 1.0197 1.0243 0.0046 0.4% 1.0117
Range 0.0081 0.0084 0.0003 3.1% 0.0213
ATR 0.0099 0.0097 -0.0001 -1.1% 0.0000
Volume 16 30 14 87.5% 322
Daily Pivots for day following 08-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0468 1.0439 1.0288
R3 1.0384 1.0355 1.0265
R2 1.0301 1.0301 1.0258
R1 1.0272 1.0272 1.0250 1.0286
PP 1.0217 1.0217 1.0217 1.0224
S1 1.0188 1.0188 1.0235 1.0203
S2 1.0134 1.0134 1.0227
S3 1.0050 1.0105 1.0220
S4 0.9967 1.0021 1.0197
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 1.0246 0.9920 0.0327 3.2% 0.0109 1.1% 99% True False 16
10 1.0272 0.9920 0.0353 3.4% 0.0082 0.8% 92% False False 61
20 1.0272 0.9826 0.0446 4.4% 0.0081 0.8% 93% False False 274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0601
2.618 1.0465
1.618 1.0381
1.000 1.0330
0.618 1.0298
HIGH 1.0246
0.618 1.0214
0.500 1.0204
0.382 1.0194
LOW 1.0163
0.618 1.0111
1.000 1.0079
1.618 1.0027
2.618 0.9944
4.250 0.9808
Fisher Pivots for day following 08-Nov-2022
Pivot 1 day 3 day
R1 1.0230 1.0189
PP 1.0217 1.0136
S1 1.0204 1.0083

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

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