CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 17-Aug-2022
Day Change Summary
Previous Current
16-Aug-2022 17-Aug-2022 Change Change % Previous Week
Open 1.0314 1.0334 0.0020 0.2% 1.0347
High 1.0344 1.0350 0.0006 0.1% 1.0524
Low 1.0303 1.0329 0.0027 0.3% 1.0346
Close 1.0338 1.0350 0.0013 0.1% 1.0438
Range 0.0042 0.0021 -0.0021 -49.4% 0.0179
ATR 0.0078 0.0073 -0.0004 -5.2% 0.0000
Volume 150 59 -91 -60.7% 267
Daily Pivots for day following 17-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0406 1.0399 1.0362
R3 1.0385 1.0378 1.0356
R2 1.0364 1.0364 1.0354
R1 1.0357 1.0357 1.0352 1.0361
PP 1.0343 1.0343 1.0343 1.0345
S1 1.0336 1.0336 1.0348 1.0340
S2 1.0322 1.0322 1.0346
S3 1.0301 1.0315 1.0344
S4 1.0280 1.0294 1.0338
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% 0.0052 0.5% 21% False False 59
10 1.0524 1.0303 0.0222 2.1% 0.0057 0.6% 21% False False 55
20 1.0524 1.0284 0.0241 2.3% 0.0061 0.6% 28% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0405
1.618 1.0384
1.000 1.0371
0.618 1.0363
HIGH 1.0350
0.618 1.0342
0.500 1.0340
0.382 1.0337
LOW 1.0329
0.618 1.0316
1.000 1.0308
1.618 1.0295
2.618 1.0274
4.250 1.0240
Fisher Pivots for day following 17-Aug-2022
Pivot 1 day 3 day
R1 1.0347 1.0358
PP 1.0343 1.0355
S1 1.0340 1.0353

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

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