CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 1.0100 1.0109 0.0009 0.1% 1.0079
High 1.0157 1.0145 -0.0012 -0.1% 1.0239
Low 1.0100 1.0109 0.0009 0.1% 1.0000
Close 1.0117 1.0126 0.0009 0.1% 1.0174
Range 0.0057 0.0037 -0.0021 -36.0% 0.0239
ATR 0.0097 0.0093 -0.0004 -4.5% 0.0000
Volume 1,433 1,860 427 29.8% 4,995
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0236 1.0217 1.0146
R3 1.0199 1.0181 1.0136
R2 1.0163 1.0163 1.0132
R1 1.0144 1.0144 1.0129 1.0154
PP 1.0126 1.0126 1.0126 1.0131
S1 1.0108 1.0108 1.0122 1.0117
S2 1.0090 1.0090 1.0119
S3 1.0053 1.0071 1.0115
S4 1.0017 1.0035 1.0105
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 1.0100 0.0222 2.2% 0.0103 1.0% 12% False False 1,020
10 1.0322 1.0000 0.0322 3.2% 0.0102 1.0% 39% False False 1,020
20 1.0327 1.0000 0.0327 3.2% 0.0092 0.9% 38% False False 762
40 1.0524 1.0000 0.0524 5.2% 0.0077 0.8% 24% False False 416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0300
2.618 1.0241
1.618 1.0204
1.000 1.0182
0.618 1.0168
HIGH 1.0145
0.618 1.0131
0.500 1.0127
0.382 1.0122
LOW 1.0109
0.618 1.0086
1.000 1.0072
1.618 1.0049
2.618 1.0013
4.250 0.9953
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 1.0127 1.0205
PP 1.0126 1.0179
S1 1.0126 1.0152

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

View Archives - Comment on this page... - Back to Index of Symbols