CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 25-Aug-2022
Day Change Summary
Previous Current
24-Aug-2022 25-Aug-2022 Change Change % Previous Week
Open 1.0107 1.0142 0.0036 0.4% 1.0413
High 1.0142 1.0164 0.0023 0.2% 1.0413
Low 1.0064 1.0107 0.0043 0.4% 1.0190
Close 1.0115 1.0119 0.0005 0.0% 1.0187
Range 0.0078 0.0057 -0.0021 -26.5% 0.0224
ATR 0.0079 0.0077 -0.0002 -2.0% 0.0000
Volume 368 213 -155 -42.1% 1,541
Daily Pivots for day following 25-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0301 1.0267 1.0150
R3 1.0244 1.0210 1.0135
R2 1.0187 1.0187 1.0129
R1 1.0153 1.0153 1.0124 1.0142
PP 1.0130 1.0130 1.0130 1.0124
S1 1.0096 1.0096 1.0114 1.0085
S2 1.0073 1.0073 1.0109
S3 1.0016 1.0039 1.0103
S4 0.9959 0.9982 1.0088
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 1.0252 1.0064 0.0188 1.9% 0.0079 0.8% 29% False False 402
10 1.0496 1.0064 0.0432 4.3% 0.0072 0.7% 13% False False 331
20 1.0524 1.0064 0.0460 4.5% 0.0065 0.6% 12% False False 182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0406
2.618 1.0313
1.618 1.0256
1.000 1.0221
0.618 1.0199
HIGH 1.0164
0.618 1.0142
0.500 1.0136
0.382 1.0129
LOW 1.0107
0.618 1.0072
1.000 1.0050
1.618 1.0015
2.618 0.9958
4.250 0.9865
Fisher Pivots for day following 25-Aug-2022
Pivot 1 day 3 day
R1 1.0136 1.0118
PP 1.0130 1.0116
S1 1.0125 1.0115

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

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