CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 29-Jul-2022
Day Change Summary
Previous Current
28-Jul-2022 29-Jul-2022 Change Change % Previous Week
Open 1.0300 1.0390 0.0090 0.9% 1.0399
High 1.0352 1.0429 0.0077 0.7% 1.0429
Low 1.0300 1.0326 0.0026 0.2% 1.0284
Close 1.0352 1.0396 0.0044 0.4% 1.0396
Range 0.0052 0.0104 0.0052 99.0% 0.0146
ATR
Volume 255 14 -241 -94.5% 585
Daily Pivots for day following 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0694 1.0649 1.0453
R3 1.0591 1.0545 1.0424
R2 1.0487 1.0487 1.0415
R1 1.0442 1.0442 1.0405 1.0464
PP 1.0384 1.0384 1.0384 1.0395
S1 1.0338 1.0338 1.0387 1.0361
S2 1.0280 1.0280 1.0377
S3 1.0177 1.0235 1.0368
S4 1.0073 1.0131 1.0339
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0806 1.0747 1.0476
R3 1.0661 1.0601 1.0436
R2 1.0515 1.0515 1.0423
R1 1.0456 1.0456 1.0409 1.0413
PP 1.0370 1.0370 1.0370 1.0348
S1 1.0310 1.0310 1.0383 1.0267
S2 1.0224 1.0224 1.0369
S3 1.0079 1.0165 1.0356
S4 0.9933 1.0019 1.0316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0429 1.0284 0.0146 1.4% 0.0069 0.7% 77% True False 117
10 1.0444 1.0283 0.0161 1.5% 0.0072 0.7% 70% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0869
2.618 1.0700
1.618 1.0596
1.000 1.0533
0.618 1.0493
HIGH 1.0429
0.618 1.0389
0.500 1.0377
0.382 1.0365
LOW 1.0326
0.618 1.0262
1.000 1.0222
1.618 1.0158
2.618 1.0055
4.250 0.9886
Fisher Pivots for day following 29-Jul-2022
Pivot 1 day 3 day
R1 1.0390 1.0383
PP 1.0384 1.0370
S1 1.0377 1.0356

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

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