CME Euro FX (E) Future June 2023

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	1.0163	1.0250	0.0088	0.9%	1.0054
High	1.0246	1.0250	0.0004	0.0%	1.0133
Low	1.0163	1.0168	0.0005	0.0%	0.9920
Close	1.0243	1.0168	-0.0075	-0.7%	1.0117
Range	0.0084	0.0083	-0.0001	-1.2%	0.0213
ATR	0.0097	0.0096	-0.0001	-1.1%	0.0000
Volume	30	72	42	140.0%	322

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0443	1.0388	1.0213
R3	1.0360	1.0305	1.0190
R2	1.0278	1.0278	1.0183
R1	1.0223	1.0223	1.0175	1.0209
PP	1.0195	1.0195	1.0195	1.0188
S1	1.0140	1.0140	1.0160	1.0126
S2	1.0113	1.0113	1.0152
S3	1.0030	1.0058	1.0145
S4	0.9948	0.9975	1.0122

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	1.0250	0.9920	0.0331	3.3%	0.0110	1.1%	75%	True	False	28
10	1.0272	0.9920	0.0353	3.5%	0.0083	0.8%	70%	False	False	57
20	1.0272	0.9826	0.0446	4.4%	0.0086	0.8%	77%	False	False	243

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0601
2.618	1.0466
1.618	1.0383
1.000	1.0333
0.618	1.0301
HIGH	1.0250
0.618	1.0218
0.500	1.0209
0.382	1.0199
LOW	1.0168
0.618	1.0117
1.000	1.0085
1.618	1.0034
2.618	0.9952
4.250	0.9817

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	1.0209	1.0184
PP	1.0195	1.0179
S1	1.0181	1.0173

Download as Excel Spreadsheet

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

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