CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 29-Nov-2022
Day Change Summary
Previous Current
28-Nov-2022 29-Nov-2022 Change Change % Previous Week
Open 1.0654 1.0540 -0.0114 -1.1% 1.0451
High 1.0655 1.0540 -0.0115 -1.1% 1.0659
Low 1.0548 1.0540 -0.0008 -0.1% 1.0451
Close 1.0553 1.0540 -0.0013 -0.1% 1.0622
Range 0.0108 0.0000 -0.0108 -100.0% 0.0209
ATR 0.0088 0.0083 -0.0005 -6.1% 0.0000
Volume 9 20 11 122.2% 235
Daily Pivots for day following 29-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.0540 1.0540 1.0540
R3 1.0540 1.0540 1.0540
R2 1.0540 1.0540 1.0540
R1 1.0540 1.0540 1.0540 1.0540
PP 1.0540 1.0540 1.0540 1.0540
S1 1.0540 1.0540 1.0540 1.0540
S2 1.0540 1.0540 1.0540
S3 1.0540 1.0540 1.0540
S4 1.0540 1.0540 1.0540
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 1.1203 1.1121 1.0736
R3 1.0994 1.0912 1.0679
R2 1.0786 1.0786 1.0660
R1 1.0704 1.0704 1.0641 1.0745
PP 1.0577 1.0577 1.0577 1.0598
S1 1.0495 1.0495 1.0602 1.0536
S2 1.0369 1.0369 1.0583
S3 1.0160 1.0287 1.0564
S4 0.9952 1.0078 1.0507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0659 1.0519 0.0140 1.3% 0.0052 0.5% 15% False False 35
10 1.0659 1.0451 0.0209 2.0% 0.0047 0.4% 43% False False 41
20 1.0659 0.9982 0.0678 6.4% 0.0056 0.5% 82% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0540
2.618 1.0540
1.618 1.0540
1.000 1.0540
0.618 1.0540
HIGH 1.0540
0.618 1.0540
0.500 1.0540
0.382 1.0540
LOW 1.0540
0.618 1.0540
1.000 1.0540
1.618 1.0540
2.618 1.0540
4.250 1.0540
Fisher Pivots for day following 29-Nov-2022
Pivot 1 day 3 day
R1 1.0540 1.0600
PP 1.0540 1.0580
S1 1.0540 1.0560

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

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