CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 05-Oct-2022
Day Change Summary
Previous Current
04-Oct-2022 05-Oct-2022 Change Change % Previous Week
Open 0.9968 1.0108 0.0140 1.4% 0.9792
High 1.0125 1.0120 -0.0005 0.0% 0.9975
Low 0.9955 0.9957 0.0002 0.0% 0.9658
Close 1.0125 1.0016 -0.0109 -1.1% 0.9928
Range 0.0170 0.0163 -0.0007 -4.1% 0.0318
ATR 0.0118 0.0121 0.0004 3.0% 0.0000
Volume 743 783 40 5.4% 5,081
Daily Pivots for day following 05-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0518 1.0429 1.0105
R3 1.0356 1.0267 1.0060
R2 1.0193 1.0193 1.0045
R1 1.0104 1.0104 1.0030 1.0068
PP 1.0031 1.0031 1.0031 1.0012
S1 0.9942 0.9942 1.0001 0.9905
S2 0.9868 0.9868 0.9986
S3 0.9706 0.9779 0.9971
S4 0.9543 0.9617 0.9926
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 1.0125 0.9765 0.0360 3.6% 0.0140 1.4% 70% False False 732
10 1.0125 0.9658 0.0467 4.7% 0.0142 1.4% 77% False False 1,030
20 1.0322 0.9658 0.0664 6.6% 0.0121 1.2% 54% False False 1,044
40 1.0524 0.9658 0.0867 8.7% 0.0101 1.0% 41% False False 750
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0810
2.618 1.0545
1.618 1.0382
1.000 1.0282
0.618 1.0220
HIGH 1.0120
0.618 1.0057
0.500 1.0038
0.382 1.0019
LOW 0.9957
0.618 0.9857
1.000 0.9795
1.618 0.9694
2.618 0.9532
4.250 0.9266
Fisher Pivots for day following 05-Oct-2022
Pivot 1 day 3 day
R1 1.0038 1.0011
PP 1.0031 1.0006
S1 1.0023 1.0002

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

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