CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 09-Aug-2022
Day Change Summary
Previous Current
08-Aug-2022 09-Aug-2022 Change Change % Previous Week
Open 1.0347 1.0381 0.0034 0.3% 1.0411
High 1.0382 1.0381 -0.0002 0.0% 1.0452
Low 1.0346 1.0381 0.0035 0.3% 1.0322
Close 1.0363 1.0381 0.0018 0.2% 1.0352
Range 0.0037 0.0000 -0.0037 -100.0% 0.0130
ATR 0.0080 0.0075 -0.0004 -5.6% 0.0000
Volume 57 0 -57 -100.0% 97
Daily Pivots for day following 09-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0381 1.0381 1.0381
R3 1.0381 1.0381 1.0381
R2 1.0381 1.0381 1.0381
R1 1.0381 1.0381 1.0381 1.0381
PP 1.0381 1.0381 1.0381 1.0381
S1 1.0381 1.0381 1.0381 1.0381
S2 1.0381 1.0381 1.0381
S3 1.0381 1.0381 1.0381
S4 1.0381 1.0381 1.0381
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0765 1.0689 1.0424
R3 1.0635 1.0559 1.0388
R2 1.0505 1.0505 1.0376
R1 1.0429 1.0429 1.0364 1.0402
PP 1.0375 1.0375 1.0375 1.0362
S1 1.0299 1.0299 1.0340 1.0272
S2 1.0245 1.0245 1.0328
S3 1.0115 1.0169 1.0316
S4 0.9985 1.0039 1.0281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0425 1.0322 0.0103 1.0% 0.0043 0.4% 57% False False 27
10 1.0452 1.0284 0.0169 1.6% 0.0057 0.5% 58% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0381
2.618 1.0381
1.618 1.0381
1.000 1.0381
0.618 1.0381
HIGH 1.0381
0.618 1.0381
0.500 1.0381
0.382 1.0381
LOW 1.0381
0.618 1.0381
1.000 1.0381
1.618 1.0381
2.618 1.0381
4.250 1.0381
Fisher Pivots for day following 09-Aug-2022
Pivot 1 day 3 day
R1 1.0381 1.0375
PP 1.0381 1.0369
S1 1.0381 1.0364

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

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