CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.9840 0.9940 0.0100 1.0% 0.9792
High 0.9932 0.9975 0.0044 0.4% 0.9975
Low 0.9765 0.9857 0.0092 0.9% 0.9658
Close 0.9914 0.9928 0.0015 0.1% 0.9928
Range 0.0167 0.0118 -0.0049 -29.1% 0.0318
ATR 0.0115 0.0115 0.0000 0.2% 0.0000
Volume 628 864 236 37.6% 5,081
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0274 1.0219 0.9993
R3 1.0156 1.0101 0.9960
R2 1.0038 1.0038 0.9950
R1 0.9983 0.9983 0.9939 0.9952
PP 0.9920 0.9920 0.9920 0.9904
S1 0.9865 0.9865 0.9917 0.9834
S2 0.9802 0.9802 0.9906
S3 0.9684 0.9747 0.9896
S4 0.9566 0.9629 0.9863
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0806 1.0685 1.0103
R3 1.0489 1.0367 1.0015
R2 1.0171 1.0171 0.9986
R1 1.0050 1.0050 0.9957 1.0110
PP 0.9854 0.9854 0.9854 0.9884
S1 0.9732 0.9732 0.9899 0.9793
S2 0.9536 0.9536 0.9870
S3 0.9219 0.9415 0.9841
S4 0.8901 0.9097 0.9753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9975 0.9658 0.0318 3.2% 0.0146 1.5% 85% True False 1,016
10 1.0180 0.9658 0.0522 5.3% 0.0131 1.3% 52% False False 1,196
20 1.0322 0.9658 0.0664 6.7% 0.0115 1.2% 41% False False 1,112
40 1.0524 0.9658 0.0867 8.7% 0.0094 0.9% 31% False False 699
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0477
2.618 1.0284
1.618 1.0166
1.000 1.0093
0.618 1.0048
HIGH 0.9975
0.618 0.9930
0.500 0.9916
0.382 0.9902
LOW 0.9857
0.618 0.9784
1.000 0.9739
1.618 0.9666
2.618 0.9548
4.250 0.9356
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.9924 0.9891
PP 0.9920 0.9854
S1 0.9916 0.9816

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

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