CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 1.0163 1.0167 0.0004 0.0% 1.0189
High 1.0167 1.0213 0.0046 0.4% 1.0230
Low 1.0130 1.0120 -0.0010 -0.1% 1.0064
Close 1.0158 1.0179 0.0021 0.2% 1.0107
Range 0.0037 0.0093 0.0056 150.0% 0.0166
ATR 0.0078 0.0079 0.0001 1.4% 0.0000
Volume 266 456 190 71.4% 2,866
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0448 1.0406 1.0230
R3 1.0356 1.0314 1.0204
R2 1.0263 1.0263 1.0196
R1 1.0221 1.0221 1.0187 1.0242
PP 1.0171 1.0171 1.0171 1.0181
S1 1.0129 1.0129 1.0171 1.0150
S2 1.0078 1.0078 1.0162
S3 0.9986 1.0036 1.0154
S4 0.9893 0.9944 1.0128
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0632 1.0535 1.0198
R3 1.0466 1.0369 1.0152
R2 1.0300 1.0300 1.0137
R1 1.0203 1.0203 1.0122 1.0168
PP 1.0134 1.0134 1.0134 1.0116
S1 1.0037 1.0037 1.0091 1.0002
S2 0.9968 0.9968 1.0076
S3 0.9802 0.9871 1.0061
S4 0.9636 0.9705 1.0015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0080 0.0150 1.5% 0.0079 0.8% 66% False False 442
10 1.0327 1.0064 0.0263 2.6% 0.0082 0.8% 44% False False 504
20 1.0524 1.0064 0.0460 4.5% 0.0070 0.7% 25% False False 280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0606
2.618 1.0455
1.618 1.0362
1.000 1.0305
0.618 1.0270
HIGH 1.0213
0.618 1.0177
0.500 1.0166
0.382 1.0155
LOW 1.0120
0.618 1.0063
1.000 1.0028
1.618 0.9970
2.618 0.9878
4.250 0.9727
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 1.0175 1.0168
PP 1.0171 1.0157
S1 1.0166 1.0146

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

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