CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 1.0495 1.0413 -0.0082 -0.8% 1.0347
High 1.0496 1.0413 -0.0083 -0.8% 1.0524
Low 1.0413 1.0327 -0.0087 -0.8% 1.0346
Close 1.0438 1.0327 -0.0111 -1.1% 1.0438
Range 0.0083 0.0087 0.0004 4.8% 0.0179
ATR 0.0078 0.0080 0.0002 3.0% 0.0000
Volume 35 24 -11 -31.4% 267
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0615 1.0557 1.0374
R3 1.0528 1.0471 1.0350
R2 1.0442 1.0442 1.0342
R1 1.0384 1.0384 1.0334 1.0370
PP 1.0355 1.0355 1.0355 1.0348
S1 1.0298 1.0298 1.0319 1.0283
S2 1.0269 1.0269 1.0311
S3 1.0182 1.0211 1.0303
S4 1.0096 1.0125 1.0279
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0971 1.0883 1.0536
R3 1.0793 1.0704 1.0487
R2 1.0614 1.0614 1.0470
R1 1.0526 1.0526 1.0454 1.0570
PP 1.0436 1.0436 1.0436 1.0458
S1 1.0347 1.0347 1.0421 1.0392
S2 1.0257 1.0257 1.0405
S3 1.0079 1.0169 1.0388
S4 0.9900 0.9990 1.0339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0524 1.0327 0.0198 1.9% 0.0066 0.6% 0% False True 46
10 1.0524 1.0322 0.0202 2.0% 0.0061 0.6% 2% False False 37
20 1.0524 1.0284 0.0241 2.3% 0.0063 0.6% 18% False False 65
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0781
2.618 1.0639
1.618 1.0553
1.000 1.0500
0.618 1.0466
HIGH 1.0413
0.618 1.0380
0.500 1.0370
0.382 1.0360
LOW 1.0327
0.618 1.0273
1.000 1.0240
1.618 1.0187
2.618 1.0100
4.250 0.9959
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 1.0370 1.0425
PP 1.0355 1.0392
S1 1.0341 1.0359

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

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