CME Euro FX (E) Future June 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 1.0712 1.0652 -0.0060 -0.6% 1.0700
High 1.0730 1.0724 -0.0006 -0.1% 1.0730
Low 1.0654 1.0652 -0.0002 0.0% 1.0608
Close 1.0688 1.0667 -0.0022 -0.2% 1.0688
Range 0.0076 0.0072 -0.0004 -4.6% 0.0122
ATR 0.0089 0.0088 -0.0001 -1.4% 0.0000
Volume 94 232 138 146.8% 8,386
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0897 1.0854 1.0706
R3 1.0825 1.0782 1.0686
R2 1.0753 1.0753 1.0680
R1 1.0710 1.0710 1.0673 1.0731
PP 1.0681 1.0681 1.0681 1.0692
S1 1.0638 1.0638 1.0660 1.0659
S2 1.0609 1.0609 1.0653
S3 1.0537 1.0566 1.0647
S4 1.0465 1.0494 1.0627
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1040 1.0985 1.0755
R3 1.0918 1.0864 1.0721
R2 1.0797 1.0797 1.0710
R1 1.0742 1.0742 1.0699 1.0709
PP 1.0675 1.0675 1.0675 1.0658
S1 1.0621 1.0621 1.0677 1.0587
S2 1.0554 1.0554 1.0666
S3 1.0432 1.0499 1.0655
S4 1.0311 1.0378 1.0621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0608 0.0122 1.1% 0.0067 0.6% 48% False False 1,312
10 1.0730 1.0478 0.0252 2.4% 0.0077 0.7% 75% False False 953
20 1.0730 1.0400 0.0330 3.1% 0.0072 0.7% 81% False False 556
40 1.0730 0.9889 0.0841 7.9% 0.0083 0.8% 93% False False 428
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1030
2.618 1.0912
1.618 1.0840
1.000 1.0796
0.618 1.0768
HIGH 1.0724
0.618 1.0696
0.500 1.0688
0.382 1.0680
LOW 1.0652
0.618 1.0608
1.000 1.0580
1.618 1.0536
2.618 1.0464
4.250 1.0346
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 1.0688 1.0684
PP 1.0681 1.0678
S1 1.0674 1.0672

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

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