CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 04-Nov-2022
Day Change Summary
Previous Current
03-Nov-2022 04-Nov-2022 Change Change % Previous Week
Open 0.9982 1.0178 0.0197 2.0% 1.0165
High 0.9982 1.0192 0.0211 2.1% 1.0206
Low 0.9982 1.0178 0.0197 2.0% 0.9982
Close 0.9982 1.0178 0.0197 2.0% 1.0178
Range 0.0000 0.0014 0.0014 0.0225
ATR 0.0084 0.0093 0.0009 10.7% 0.0000
Volume 2 0 -2 -100.0% 19
Daily Pivots for day following 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0225 1.0215 1.0186
R3 1.0211 1.0201 1.0182
R2 1.0197 1.0197 1.0181
R1 1.0187 1.0187 1.0179 1.0185
PP 1.0183 1.0183 1.0183 1.0182
S1 1.0173 1.0173 1.0177 1.0171
S2 1.0169 1.0169 1.0175
S3 1.0155 1.0159 1.0174
S4 1.0141 1.0145 1.0170
Weekly Pivots for week ending 04-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0795 1.0711 1.0301
R3 1.0571 1.0487 1.0240
R2 1.0346 1.0346 1.0219
R1 1.0262 1.0262 1.0199 1.0304
PP 1.0122 1.0122 1.0122 1.0143
S1 1.0038 1.0038 1.0157 1.0080
S2 0.9897 0.9897 1.0137
S3 0.9673 0.9813 1.0116
S4 0.9448 0.9589 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0206 0.9982 0.0225 2.2% 0.0047 0.5% 88% False False 3
10 1.0324 0.9982 0.0342 3.4% 0.0042 0.4% 57% False False 7
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0252
2.618 1.0229
1.618 1.0215
1.000 1.0206
0.618 1.0201
HIGH 1.0192
0.618 1.0187
0.500 1.0185
0.382 1.0183
LOW 1.0178
0.618 1.0169
1.000 1.0164
1.618 1.0155
2.618 1.0141
4.250 1.0119
Fisher Pivots for day following 04-Nov-2022
Pivot 1 day 3 day
R1 1.0185 1.0150
PP 1.0183 1.0122
S1 1.0180 1.0094

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

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