CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 1.0381 1.0390 0.0010 0.1% 1.0411
High 1.0381 1.0522 0.0142 1.4% 1.0452
Low 1.0381 1.0390 0.0010 0.1% 1.0322
Close 1.0381 1.0477 0.0096 0.9% 1.0352
Range 0.0000 0.0132 0.0132 0.0130
ATR 0.0075 0.0080 0.0005 6.3% 0.0000
Volume 0 144 144 97
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0859 1.0800 1.0549
R3 1.0727 1.0668 1.0513
R2 1.0595 1.0595 1.0501
R1 1.0536 1.0536 1.0489 1.0565
PP 1.0463 1.0463 1.0463 1.0478
S1 1.0404 1.0404 1.0464 1.0433
S2 1.0331 1.0331 1.0452
S3 1.0199 1.0272 1.0440
S4 1.0067 1.0140 1.0404
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 1.0522 1.0322 0.0200 1.9% 0.0063 0.6% 77% True False 51
10 1.0522 1.0300 0.0222 2.1% 0.0061 0.6% 80% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1083
2.618 1.0868
1.618 1.0736
1.000 1.0654
0.618 1.0604
HIGH 1.0522
0.618 1.0472
0.500 1.0456
0.382 1.0440
LOW 1.0390
0.618 1.0308
1.000 1.0258
1.618 1.0176
2.618 1.0044
4.250 0.9829
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 1.0470 1.0462
PP 1.0463 1.0448
S1 1.0456 1.0434

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

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