CME Euro FX (E) Future September 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 1.0630 1.0721 0.0091 0.9% 1.0654
High 1.0738 1.0754 0.0016 0.1% 1.0754
Low 1.0630 1.0646 0.0016 0.1% 1.0540
Close 1.0730 1.0748 0.0019 0.2% 1.0748
Range 0.0108 0.0108 0.0000 0.0% 0.0214
ATR 0.0085 0.0087 0.0002 1.9% 0.0000
Volume 33 76 43 130.3% 152
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1040 1.1002 1.0807
R3 1.0932 1.0894 1.0778
R2 1.0824 1.0824 1.0768
R1 1.0786 1.0786 1.0758 1.0805
PP 1.0716 1.0716 1.0716 1.0725
S1 1.0678 1.0678 1.0738 1.0697
S2 1.0608 1.0608 1.0728
S3 1.0500 1.0570 1.0718
S4 1.0392 1.0462 1.0689
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.1321 1.1248 1.0865
R3 1.1108 1.1035 1.0807
R2 1.0894 1.0894 1.0787
R1 1.0821 1.0821 1.0768 1.0858
PP 1.0681 1.0681 1.0681 1.0699
S1 1.0608 1.0608 1.0728 1.0644
S2 1.0467 1.0467 1.0709
S3 1.0254 1.0394 1.0689
S4 1.0040 1.0181 1.0631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0754 1.0540 0.0214 2.0% 0.0069 0.6% 97% True False 30
10 1.0754 1.0451 0.0303 2.8% 0.0060 0.6% 98% True False 38
20 1.0754 1.0178 0.0576 5.4% 0.0059 0.6% 99% True False 46
Crabel Price Patterns
NR False
NR4 False
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 0.0009
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1036
1.618 1.0928
1.000 1.0862
0.618 1.0820
HIGH 1.0754
0.618 1.0712
0.500 1.0700
0.382 1.0687
LOW 1.0646
0.618 1.0579
1.000 1.0538
1.618 1.0471
2.618 1.0363
4.250 1.0187
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 1.0732 1.0726
PP 1.0716 1.0703
S1 1.0700 1.0681

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

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