CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 1.0411 1.0411 0.0000 0.0% 1.0399
High 1.0452 1.0412 -0.0041 -0.4% 1.0429
Low 1.0410 1.0349 -0.0061 -0.6% 1.0284
Close 1.0431 1.0349 -0.0082 -0.8% 1.0396
Range 0.0043 0.0063 0.0021 48.2% 0.0146
ATR
Volume 12 7 -5 -41.7% 585
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0559 1.0517 1.0383
R3 1.0496 1.0454 1.0366
R2 1.0433 1.0433 1.0360
R1 1.0391 1.0391 1.0354 1.0380
PP 1.0370 1.0370 1.0370 1.0364
S1 1.0328 1.0328 1.0343 1.0317
S2 1.0307 1.0307 1.0337
S3 1.0244 1.0265 1.0331
S4 1.0181 1.0202 1.0314
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0806 1.0747 1.0476
R3 1.0661 1.0601 1.0436
R2 1.0515 1.0515 1.0423
R1 1.0456 1.0456 1.0409 1.0413
PP 1.0370 1.0370 1.0370 1.0348
S1 1.0310 1.0310 1.0383 1.0267
S2 1.0224 1.0224 1.0369
S3 1.0079 1.0165 1.0356
S4 0.9933 1.0019 1.0316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0452 1.0284 0.0169 1.6% 0.0071 0.7% 39% False False 103
10 1.0452 1.0284 0.0169 1.6% 0.0070 0.7% 39% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0679
2.618 1.0576
1.618 1.0513
1.000 1.0475
0.618 1.0450
HIGH 1.0412
0.618 1.0387
0.500 1.0380
0.382 1.0373
LOW 1.0349
0.618 1.0310
1.000 1.0286
1.618 1.0247
2.618 1.0184
4.250 1.0081
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 1.0380 1.0389
PP 1.0370 1.0375
S1 1.0359 1.0362

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

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