CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 1.0110 1.0144 0.0034 0.3% 1.0223
High 1.0166 1.0157 -0.0009 -0.1% 1.0322
Low 1.0078 1.0100 0.0022 0.2% 1.0078
Close 1.0134 1.0144 0.0010 0.1% 1.0134
Range 0.0088 0.0058 -0.0030 -34.3% 0.0244
ATR 0.0092 0.0090 -0.0002 -2.7% 0.0000
Volume 199 76 -123 -61.8% 5,079
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0306 1.0282 1.0175
R3 1.0248 1.0225 1.0159
R2 1.0191 1.0191 1.0154
R1 1.0167 1.0167 1.0149 1.0172
PP 1.0133 1.0133 1.0133 1.0136
S1 1.0110 1.0110 1.0138 1.0115
S2 1.0076 1.0076 1.0133
S3 1.0018 1.0052 1.0128
S4 0.9961 0.9995 1.0112
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0908 1.0765 1.0268
R3 1.0665 1.0521 1.0201
R2 1.0421 1.0421 1.0179
R1 1.0278 1.0278 1.0156 1.0228
PP 1.0178 1.0178 1.0178 1.0153
S1 1.0034 1.0034 1.0112 0.9984
S2 0.9934 0.9934 1.0089
S3 0.9691 0.9791 1.0067
S4 0.9447 0.9547 1.0000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0310 1.0078 0.0232 2.3% 0.0088 0.9% 28% False False 822
10 1.0322 1.0000 0.0322 3.2% 0.0096 0.9% 45% False False 1,015
20 1.0322 1.0000 0.0322 3.2% 0.0092 0.9% 45% False False 711
40 1.0524 1.0000 0.0524 5.2% 0.0076 0.8% 27% False False 417
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0401
2.618 1.0308
1.618 1.0250
1.000 1.0215
0.618 1.0193
HIGH 1.0157
0.618 1.0135
0.500 1.0128
0.382 1.0121
LOW 1.0100
0.618 1.0064
1.000 1.0042
1.618 1.0006
2.618 0.9949
4.250 0.9855
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 1.0138 1.0136
PP 1.0133 1.0129
S1 1.0128 1.0122

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

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