CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 1.0210 1.0189 -0.0022 -0.2% 1.0413
High 1.0252 1.0192 -0.0060 -0.6% 1.0413
Low 1.0190 1.0087 -0.0103 -1.0% 1.0190
Close 1.0187 1.0088 -0.0100 -1.0% 1.0187
Range 0.0062 0.0106 0.0044 70.2% 0.0224
ATR 0.0075 0.0077 0.0002 2.9% 0.0000
Volume 274 920 646 235.8% 1,541
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0439 1.0369 1.0146
R3 1.0333 1.0263 1.0117
R2 1.0228 1.0228 1.0107
R1 1.0158 1.0158 1.0097 1.0140
PP 1.0122 1.0122 1.0122 1.0113
S1 1.0052 1.0052 1.0078 1.0034
S2 1.0017 1.0017 1.0068
S3 0.9911 0.9947 1.0058
S4 0.9806 0.9841 1.0029
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0934 1.0784 1.0310
R3 1.0710 1.0560 1.0248
R2 1.0487 1.0487 1.0228
R1 1.0337 1.0337 1.0207 1.0300
PP 1.0263 1.0263 1.0263 1.0245
S1 1.0113 1.0113 1.0167 1.0077
S2 1.0040 1.0040 1.0146
S3 0.9816 0.9890 1.0126
S4 0.9593 0.9666 1.0064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0350 1.0087 0.0264 2.6% 0.0064 0.6% 0% False True 487
10 1.0524 1.0087 0.0438 4.3% 0.0065 0.6% 0% False True 267
20 1.0524 1.0087 0.0438 4.3% 0.0065 0.6% 0% False True 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0640
2.618 1.0468
1.618 1.0363
1.000 1.0298
0.618 1.0257
HIGH 1.0192
0.618 1.0152
0.500 1.0139
0.382 1.0127
LOW 1.0087
0.618 1.0021
1.000 0.9981
1.618 0.9916
2.618 0.9810
4.250 0.9638
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 1.0139 1.0207
PP 1.0122 1.0167
S1 1.0105 1.0127

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

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