CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 06-Oct-2022
Day Change Summary
Previous Current
05-Oct-2022 06-Oct-2022 Change Change % Previous Week
Open 1.0108 1.0017 -0.0091 -0.9% 0.9792
High 1.0120 1.0041 -0.0079 -0.8% 0.9975
Low 0.9957 0.9910 -0.0048 -0.5% 0.9658
Close 1.0016 0.9910 -0.0106 -1.1% 0.9928
Range 0.0163 0.0132 -0.0031 -19.1% 0.0318
ATR 0.0121 0.0122 0.0001 0.6% 0.0000
Volume 783 213 -570 -72.8% 5,081
Daily Pivots for day following 06-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0348 1.0260 0.9982
R3 1.0216 1.0129 0.9946
R2 1.0085 1.0085 0.9934
R1 0.9997 0.9997 0.9922 0.9975
PP 0.9953 0.9953 0.9953 0.9942
S1 0.9866 0.9866 0.9897 0.9844
S2 0.9822 0.9822 0.9885
S3 0.9690 0.9734 0.9873
S4 0.9559 0.9603 0.9837
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 0.9857 0.0268 2.7% 0.0133 1.3% 20% False False 649
10 1.0125 0.9658 0.0467 4.7% 0.0146 1.5% 54% False False 827
20 1.0322 0.9658 0.0664 6.7% 0.0123 1.2% 38% False False 982
40 1.0524 0.9658 0.0867 8.7% 0.0101 1.0% 29% False False 752
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0600
2.618 1.0385
1.618 1.0254
1.000 1.0173
0.618 1.0122
HIGH 1.0041
0.618 0.9991
0.500 0.9975
0.382 0.9960
LOW 0.9910
0.618 0.9828
1.000 0.9778
1.618 0.9697
2.618 0.9565
4.250 0.9351
Fisher Pivots for day following 06-Oct-2022
Pivot 1 day 3 day
R1 0.9975 1.0017
PP 0.9953 0.9981
S1 0.9931 0.9945

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

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