CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 1.0411 1.0361 -0.0050 -0.5% 1.0399
High 1.0412 1.0363 -0.0049 -0.5% 1.0429
Low 1.0349 1.0330 -0.0019 -0.2% 1.0284
Close 1.0349 1.0330 -0.0019 -0.2% 1.0396
Range 0.0063 0.0033 -0.0031 -48.4% 0.0146
ATR 0.0000 0.0080 0.0080 0.0000
Volume 7 23 16 228.6% 585
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0438 1.0417 1.0348
R3 1.0406 1.0384 1.0339
R2 1.0373 1.0373 1.0336
R1 1.0352 1.0352 1.0333 1.0346
PP 1.0341 1.0341 1.0341 1.0338
S1 1.0319 1.0319 1.0327 1.0314
S2 1.0308 1.0308 1.0324
S3 1.0276 1.0287 1.0321
S4 1.0243 1.0254 1.0312
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 1.0300 0.0152 1.5% 0.0059 0.6% 20% False False 62
10 1.0452 1.0284 0.0169 1.6% 0.0066 0.6% 28% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0501
2.618 1.0448
1.618 1.0415
1.000 1.0395
0.618 1.0383
HIGH 1.0363
0.618 1.0350
0.500 1.0346
0.382 1.0342
LOW 1.0330
0.618 1.0310
1.000 1.0298
1.618 1.0277
2.618 1.0245
4.250 1.0192
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 1.0346 1.0391
PP 1.0341 1.0371
S1 1.0335 1.0350

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

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