CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 1.0223 1.0275 0.0053 0.5% 1.0079
High 1.0322 1.0310 -0.0012 -0.1% 1.0239
Low 1.0210 1.0111 -0.0099 -1.0% 1.0000
Close 1.0248 1.0115 -0.0134 -1.3% 1.0174
Range 0.0112 0.0199 0.0087 77.7% 0.0239
ATR 0.0092 0.0100 0.0008 8.3% 0.0000
Volume 1,042 545 -497 -47.7% 4,995
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0776 1.0644 1.0224
R3 1.0577 1.0445 1.0169
R2 1.0378 1.0378 1.0151
R1 1.0246 1.0246 1.0133 1.0212
PP 1.0179 1.0179 1.0179 1.0162
S1 1.0047 1.0047 1.0096 1.0013
S2 0.9980 0.9980 1.0078
S3 0.9781 0.9848 1.0060
S4 0.9582 0.9649 1.0005
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0853 1.0752 1.0305
R3 1.0614 1.0513 1.0239
R2 1.0376 1.0376 1.0217
R1 1.0275 1.0275 1.0195 1.0325
PP 1.0137 1.0137 1.0137 1.0163
S1 1.0036 1.0036 1.0152 1.0087
S2 0.9899 0.9899 1.0130
S3 0.9660 0.9798 1.0108
S4 0.9422 0.9559 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0322 1.0020 0.0302 3.0% 0.0124 1.2% 31% False False 1,010
10 1.0322 1.0000 0.0322 3.2% 0.0106 1.0% 36% False False 763
20 1.0350 1.0000 0.0350 3.5% 0.0091 0.9% 33% False False 608
40 1.0524 1.0000 0.0524 5.2% 0.0077 0.8% 22% False False 337
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 0.0017
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.1156
2.618 1.0831
1.618 1.0632
1.000 1.0509
0.618 1.0433
HIGH 1.0310
0.618 1.0234
0.500 1.0211
0.382 1.0187
LOW 1.0111
0.618 0.9988
1.000 0.9912
1.618 0.9789
2.618 0.9590
4.250 0.9265
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 1.0211 1.0216
PP 1.0179 1.0182
S1 1.0147 1.0148

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

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