CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 08-Aug-2022
Day Change Summary
Previous Current
05-Aug-2022 08-Aug-2022 Change Change % Previous Week
Open 1.0405 1.0347 -0.0058 -0.6% 1.0411
High 1.0405 1.0382 -0.0023 -0.2% 1.0452
Low 1.0322 1.0346 0.0024 0.2% 1.0322
Close 1.0352 1.0363 0.0011 0.1% 1.0352
Range 0.0083 0.0037 -0.0047 -56.0% 0.0130
ATR 0.0083 0.0080 -0.0003 -4.0% 0.0000
Volume 46 57 11 23.9% 97
Daily Pivots for day following 08-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0473 1.0455 1.0383
R3 1.0437 1.0418 1.0373
R2 1.0400 1.0400 1.0370
R1 1.0382 1.0382 1.0366 1.0391
PP 1.0364 1.0364 1.0364 1.0368
S1 1.0345 1.0345 1.0360 1.0354
S2 1.0327 1.0327 1.0356
S3 1.0291 1.0309 1.0353
S4 1.0254 1.0272 1.0343
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0765 1.0689 1.0424
R3 1.0635 1.0559 1.0388
R2 1.0505 1.0505 1.0376
R1 1.0429 1.0429 1.0364 1.0402
PP 1.0375 1.0375 1.0375 1.0362
S1 1.0299 1.0299 1.0340 1.0272
S2 1.0245 1.0245 1.0328
S3 1.0115 1.0169 1.0316
S4 0.9985 1.0039 1.0281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0425 1.0322 0.0103 1.0% 0.0055 0.5% 40% False False 28
10 1.0452 1.0284 0.0169 1.6% 0.0066 0.6% 47% False False 72
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0537
2.618 1.0478
1.618 1.0441
1.000 1.0419
0.618 1.0405
HIGH 1.0382
0.618 1.0368
0.500 1.0364
0.382 1.0359
LOW 1.0346
0.618 1.0323
1.000 1.0309
1.618 1.0286
2.618 1.0250
4.250 1.0190
Fisher Pivots for day following 08-Aug-2022
Pivot 1 day 3 day
R1 1.0364 1.0373
PP 1.0364 1.0370
S1 1.0363 1.0366

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

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