CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 0.9792 0.9734 -0.0059 -0.6% 1.0144
High 0.9830 0.9791 -0.0040 -0.4% 1.0180
Low 0.9688 0.9701 0.0013 0.1% 0.9796
Close 0.9737 0.9723 -0.0014 -0.1% 0.9798
Range 0.0142 0.0090 -0.0052 -36.6% 0.0384
ATR 0.0104 0.0103 -0.0001 -0.9% 0.0000
Volume 817 1,641 824 100.9% 6,884
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0008 0.9955 0.9772
R3 0.9918 0.9865 0.9747
R2 0.9828 0.9828 0.9739
R1 0.9775 0.9775 0.9731 0.9757
PP 0.9738 0.9738 0.9738 0.9729
S1 0.9685 0.9685 0.9714 0.9667
S2 0.9648 0.9648 0.9706
S3 0.9558 0.9595 0.9698
S4 0.9468 0.9505 0.9673
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1076 1.0821 1.0009
R3 1.0692 1.0437 0.9903
R2 1.0308 1.0308 0.9868
R1 1.0053 1.0053 0.9833 0.9989
PP 0.9924 0.9924 0.9924 0.9892
S1 0.9669 0.9669 0.9762 0.9605
S2 0.9540 0.9540 0.9727
S3 0.9156 0.9285 0.9692
S4 0.8772 0.8901 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0102 0.9688 0.0414 4.3% 0.0132 1.4% 8% False False 1,829
10 1.0180 0.9688 0.0492 5.1% 0.0099 1.0% 7% False False 1,283
20 1.0322 0.9688 0.0634 6.5% 0.0102 1.1% 5% False False 1,023
40 1.0524 0.9688 0.0836 8.6% 0.0085 0.9% 4% False False 634
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0173
2.618 1.0026
1.618 0.9936
1.000 0.9881
0.618 0.9846
HIGH 0.9791
0.618 0.9756
0.500 0.9746
0.382 0.9735
LOW 0.9701
0.618 0.9645
1.000 0.9611
1.618 0.9555
2.618 0.9465
4.250 0.9318
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 0.9746 0.9833
PP 0.9738 0.9796
S1 0.9730 0.9759

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

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