CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 16-Aug-2022
Day Change Summary
Previous Current
15-Aug-2022 16-Aug-2022 Change Change % Previous Week
Open 1.0413 1.0314 -0.0100 -1.0% 1.0347
High 1.0413 1.0344 -0.0069 -0.7% 1.0524
Low 1.0327 1.0303 -0.0024 -0.2% 1.0346
Close 1.0327 1.0338 0.0011 0.1% 1.0438
Range 0.0087 0.0042 -0.0045 -52.0% 0.0179
ATR 0.0080 0.0078 -0.0003 -3.5% 0.0000
Volume 24 150 126 525.0% 267
Daily Pivots for day following 16-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0453 1.0437 1.0360
R3 1.0411 1.0395 1.0349
R2 1.0370 1.0370 1.0345
R1 1.0354 1.0354 1.0341 1.0362
PP 1.0328 1.0328 1.0328 1.0332
S1 1.0312 1.0312 1.0334 1.0320
S2 1.0287 1.0287 1.0330
S3 1.0245 1.0271 1.0326
S4 1.0204 1.0229 1.0315
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0971 1.0883 1.0536
R3 1.0793 1.0704 1.0487
R2 1.0614 1.0614 1.0470
R1 1.0526 1.0526 1.0454 1.0570
PP 1.0436 1.0436 1.0436 1.0458
S1 1.0347 1.0347 1.0421 1.0392
S2 1.0257 1.0257 1.0405
S3 1.0079 1.0169 1.0388
S4 0.9900 0.9990 1.0339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0524 1.0303 0.0222 2.1% 0.0074 0.7% 16% False True 76
10 1.0524 1.0303 0.0222 2.1% 0.0058 0.6% 16% False True 51
20 1.0524 1.0284 0.0241 2.3% 0.0064 0.6% 22% False False 71
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 True
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0520
2.618 1.0453
1.618 1.0411
1.000 1.0386
0.618 1.0370
HIGH 1.0344
0.618 1.0328
0.500 1.0323
0.382 1.0318
LOW 1.0303
0.618 1.0277
1.000 1.0261
1.618 1.0235
2.618 1.0194
4.250 1.0126
Fisher Pivots for day following 16-Aug-2022
Pivot 1 day 3 day
R1 1.0333 1.0399
PP 1.0328 1.0379
S1 1.0323 1.0358

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

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