CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary
Previous Current
30-Sep-2022 03-Oct-2022 Change Change % Previous Week
Open 0.9940 0.9907 -0.0033 -0.3% 0.9792
High 0.9975 0.9960 -0.0015 -0.2% 0.9975
Low 0.9857 0.9879 0.0022 0.2% 0.9658
Close 0.9928 0.9940 0.0012 0.1% 0.9928
Range 0.0118 0.0081 -0.0037 -31.4% 0.0318
ATR 0.0115 0.0113 -0.0002 -2.1% 0.0000
Volume 864 645 -219 -25.3% 5,081
Daily Pivots for day following 03-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0169 1.0136 0.9985
R3 1.0088 1.0055 0.9962
R2 1.0007 1.0007 0.9955
R1 0.9974 0.9974 0.9947 0.9991
PP 0.9926 0.9926 0.9926 0.9935
S1 0.9893 0.9893 0.9933 0.9910
S2 0.9845 0.9845 0.9925
S3 0.9764 0.9812 0.9918
S4 0.9683 0.9731 0.9895
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% 0.0134 1.3% 89% False False 981
10 1.0180 0.9658 0.0522 5.3% 0.0133 1.3% 54% False False 1,253
20 1.0322 0.9658 0.0664 6.7% 0.0115 1.2% 43% False False 1,134
40 1.0524 0.9658 0.0867 8.7% 0.0094 0.9% 33% False False 714
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0304
2.618 1.0172
1.618 1.0091
1.000 1.0041
0.618 1.0010
HIGH 0.9960
0.618 0.9929
0.500 0.9920
0.382 0.9910
LOW 0.9879
0.618 0.9829
1.000 0.9798
1.618 0.9748
2.618 0.9667
4.250 0.9535
Fisher Pivots for day following 03-Oct-2022
Pivot 1 day 3 day
R1 0.9933 0.9917
PP 0.9926 0.9893
S1 0.9920 0.9870

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

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