CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 18-Nov-2022
Day Change Summary
Previous Current
17-Nov-2022 18-Nov-2022 Change Change % Previous Week
Open 1.0560 1.0602 0.0042 0.4% 1.0549
High 1.0590 1.0618 0.0028 0.3% 1.0634
Low 1.0560 1.0547 -0.0014 -0.1% 1.0531
Close 1.0590 1.0556 -0.0034 -0.3% 1.0556
Range 0.0030 0.0071 0.0042 140.7% 0.0104
ATR 0.0089 0.0088 -0.0001 -1.4% 0.0000
Volume 101 1 -100 -99.0% 188
Daily Pivots for day following 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0786 1.0742 1.0595
R3 1.0715 1.0671 1.0575
R2 1.0644 1.0644 1.0569
R1 1.0600 1.0600 1.0562 1.0587
PP 1.0573 1.0573 1.0573 1.0567
S1 1.0529 1.0529 1.0549 1.0516
S2 1.0502 1.0502 1.0542
S3 1.0431 1.0458 1.0536
S4 1.0360 1.0387 1.0516
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0884 1.0823 1.0612
R3 1.0780 1.0720 1.0584
R2 1.0677 1.0677 1.0574
R1 1.0616 1.0616 1.0565 1.0647
PP 1.0573 1.0573 1.0573 1.0589
S1 1.0513 1.0513 1.0546 1.0543
S2 1.0470 1.0470 1.0537
S3 1.0366 1.0409 1.0527
S4 1.0263 1.0306 1.0499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0634 1.0531 0.0104 1.0% 0.0041 0.4% 24% False False 37
10 1.0634 1.0204 0.0431 4.1% 0.0064 0.6% 82% False False 54
20 1.0634 0.9982 0.0653 6.2% 0.0053 0.5% 88% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0919
2.618 1.0803
1.618 1.0732
1.000 1.0689
0.618 1.0661
HIGH 1.0618
0.618 1.0590
0.500 1.0582
0.382 1.0574
LOW 1.0547
0.618 1.0503
1.000 1.0476
1.618 1.0432
2.618 1.0361
4.250 1.0245
Fisher Pivots for day following 18-Nov-2022
Pivot 1 day 3 day
R1 1.0582 1.0590
PP 1.0573 1.0579
S1 1.0564 1.0567

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

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