CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 1.0334 1.0327 -0.0007 -0.1% 1.0347
High 1.0350 1.0327 -0.0024 -0.2% 1.0524
Low 1.0329 1.0239 -0.0090 -0.9% 1.0346
Close 1.0350 1.0249 -0.0102 -1.0% 1.0438
Range 0.0021 0.0088 0.0067 316.7% 0.0179
ATR 0.0073 0.0076 0.0003 3.6% 0.0000
Volume 59 1,034 975 1,652.5% 267
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0534 1.0479 1.0297
R3 1.0446 1.0391 1.0273
R2 1.0359 1.0359 1.0265
R1 1.0304 1.0304 1.0257 1.0288
PP 1.0271 1.0271 1.0271 1.0263
S1 1.0216 1.0216 1.0240 1.0200
S2 1.0184 1.0184 1.0232
S3 1.0096 1.0129 1.0224
S4 1.0009 1.0041 1.0200
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 1.0496 1.0239 0.0257 2.5% 0.0064 0.6% 4% False True 260
10 1.0524 1.0239 0.0285 2.8% 0.0060 0.6% 3% False True 158
20 1.0524 1.0239 0.0285 2.8% 0.0063 0.6% 3% False True 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0698
2.618 1.0556
1.618 1.0468
1.000 1.0414
0.618 1.0381
HIGH 1.0327
0.618 1.0293
0.500 1.0283
0.382 1.0272
LOW 1.0239
0.618 1.0185
1.000 1.0152
1.618 1.0097
2.618 1.0010
4.250 0.9867
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 1.0283 1.0295
PP 1.0271 1.0279
S1 1.0260 1.0264

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

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