CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 1.0566 1.0506 -0.0060 -0.6% 1.0119
High 1.0613 1.0574 -0.0040 -0.4% 1.0529
Low 1.0523 1.0506 -0.0017 -0.2% 1.0119
Close 1.0526 1.0557 0.0031 0.3% 1.0525
Range 0.0090 0.0068 -0.0023 -25.0% 0.0411
ATR 0.0107 0.0104 -0.0003 -2.6% 0.0000
Volume 362 460 98 27.1% 1,292
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0748 1.0720 1.0594
R3 1.0681 1.0653 1.0576
R2 1.0613 1.0613 1.0569
R1 1.0585 1.0585 1.0563 1.0599
PP 1.0546 1.0546 1.0546 1.0553
S1 1.0518 1.0518 1.0551 1.0532
S2 1.0478 1.0478 1.0545
S3 1.0411 1.0450 1.0538
S4 1.0343 1.0383 1.0520
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1622 1.1484 1.0751
R3 1.1212 1.1074 1.0638
R2 1.0801 1.0801 1.0600
R1 1.0663 1.0663 1.0563 1.0732
PP 1.0391 1.0391 1.0391 1.0425
S1 1.0253 1.0253 1.0487 1.0322
S2 0.9980 0.9980 1.0450
S3 0.9570 0.9842 1.0412
S4 0.9159 0.9432 1.0299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0613 1.0150 0.0463 4.4% 0.0124 1.2% 88% False False 417
10 1.0613 0.9920 0.0694 6.6% 0.0117 1.1% 92% False False 222
20 1.0613 0.9889 0.0724 6.9% 0.0096 0.9% 92% False False 308
40 1.0613 0.9725 0.0888 8.4% 0.0090 0.9% 94% False False 220
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 True
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0860
2.618 1.0750
1.618 1.0683
1.000 1.0641
0.618 1.0615
HIGH 1.0574
0.618 1.0548
0.500 1.0540
0.382 1.0532
LOW 1.0506
0.618 1.0464
1.000 1.0439
1.618 1.0397
2.618 1.0329
4.250 1.0219
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 1.0551 1.0550
PP 1.0546 1.0543
S1 1.0540 1.0536

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

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