CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 1.0608 1.0642 0.0034 0.3% 1.0526
High 1.0679 1.0703 0.0025 0.2% 1.0692
Low 1.0608 1.0638 0.0030 0.3% 1.0478
Close 1.0660 1.0703 0.0043 0.4% 1.0684
Range 0.0071 0.0065 -0.0006 -7.8% 0.0214
ATR 0.0092 0.0090 -0.0002 -2.1% 0.0000
Volume 3,240 1,156 -2,084 -64.3% 965
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0876 1.0855 1.0739
R3 1.0811 1.0790 1.0721
R2 1.0746 1.0746 1.0715
R1 1.0725 1.0725 1.0709 1.0736
PP 1.0681 1.0681 1.0681 1.0687
S1 1.0660 1.0660 1.0697 1.0671
S2 1.0616 1.0616 1.0691
S3 1.0551 1.0595 1.0685
S4 1.0486 1.0530 1.0667
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1260 1.1186 1.0802
R3 1.1046 1.0972 1.0743
R2 1.0832 1.0832 1.0723
R1 1.0758 1.0758 1.0704 1.0795
PP 1.0618 1.0618 1.0618 1.0636
S1 1.0544 1.0544 1.0664 1.0581
S2 1.0404 1.0404 1.0645
S3 1.0190 1.0330 1.0625
S4 0.9976 1.0116 1.0566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0580 0.0150 1.4% 0.0079 0.7% 82% False False 1,690
10 1.0730 1.0478 0.0252 2.4% 0.0084 0.8% 89% False False 939
20 1.0730 1.0150 0.0580 5.4% 0.0085 0.8% 95% False False 598
40 1.0730 0.9826 0.0904 8.4% 0.0085 0.8% 97% False False 421
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0979
2.618 1.0873
1.618 1.0808
1.000 1.0768
0.618 1.0743
HIGH 1.0703
0.618 1.0678
0.500 1.0671
0.382 1.0663
LOW 1.0638
0.618 1.0598
1.000 1.0573
1.618 1.0533
2.618 1.0468
4.250 1.0362
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 1.0692 1.0687
PP 1.0681 1.0671
S1 1.0671 1.0656

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

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