CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 1.0519 1.0549 0.0030 0.3% 1.0549
High 1.0519 1.0623 0.0104 1.0% 1.0634
Low 1.0519 1.0549 0.0030 0.3% 1.0531
Close 1.0519 1.0623 0.0104 1.0% 1.0556
Range 0.0000 0.0074 0.0074 0.0104
ATR 0.0086 0.0088 0.0001 1.4% 0.0000
Volume 0 89 89 188
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0819 1.0794 1.0663
R3 1.0745 1.0721 1.0643
R2 1.0672 1.0672 1.0636
R1 1.0647 1.0647 1.0629 1.0659
PP 1.0598 1.0598 1.0598 1.0604
S1 1.0574 1.0574 1.0616 1.0586
S2 1.0525 1.0525 1.0609
S3 1.0451 1.0500 1.0602
S4 1.0378 1.0427 1.0582
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 1.0623 1.0451 0.0172 1.6% 0.0042 0.4% 100% True False 55
10 1.0634 1.0251 0.0383 3.6% 0.0068 0.6% 97% False False 42
20 1.0634 0.9982 0.0653 6.1% 0.0052 0.5% 98% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0935
2.618 1.0815
1.618 1.0741
1.000 1.0696
0.618 1.0668
HIGH 1.0623
0.618 1.0594
0.500 1.0586
0.382 1.0577
LOW 1.0549
0.618 1.0504
1.000 1.0476
1.618 1.0430
2.618 1.0357
4.250 1.0237
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 1.0610 1.0594
PP 1.0598 1.0565
S1 1.0586 1.0537

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

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