CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 1.0608 1.0630 0.0022 0.2% 1.0451
High 1.0628 1.0738 0.0111 1.0% 1.0659
Low 1.0608 1.0630 0.0022 0.2% 1.0451
Close 1.0628 1.0730 0.0102 1.0% 1.0622
Range 0.0020 0.0108 0.0089 453.8% 0.0209
ATR 0.0083 0.0085 0.0002 2.3% 0.0000
Volume 14 33 19 135.7% 235
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1023 1.0984 1.0789
R3 1.0915 1.0876 1.0759
R2 1.0807 1.0807 1.0749
R1 1.0768 1.0768 1.0739 1.0788
PP 1.0699 1.0699 1.0699 1.0709
S1 1.0660 1.0660 1.0720 1.0680
S2 1.0591 1.0591 1.0710
S3 1.0483 1.0552 1.0700
S4 1.0375 1.0444 1.0670
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 1.0738 1.0540 0.0198 1.8% 0.0063 0.6% 96% True False 27
10 1.0738 1.0451 0.0288 2.7% 0.0052 0.5% 97% True False 41
20 1.0738 0.9982 0.0757 7.1% 0.0054 0.5% 99% True False 42
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 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1197
2.618 1.1021
1.618 1.0913
1.000 1.0846
0.618 1.0805
HIGH 1.0738
0.618 1.0697
0.500 1.0684
0.382 1.0671
LOW 1.0630
0.618 1.0563
1.000 1.0522
1.618 1.0455
2.618 1.0347
4.250 1.0171
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 1.0714 1.0699
PP 1.0699 1.0669
S1 1.0684 1.0639

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

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