CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 1.0327 1.0210 -0.0117 -1.1% 1.0413
High 1.0327 1.0252 -0.0075 -0.7% 1.0413
Low 1.0239 1.0190 -0.0050 -0.5% 1.0190
Close 1.0249 1.0187 -0.0062 -0.6% 1.0187
Range 0.0088 0.0062 -0.0026 -29.1% 0.0224
ATR 0.0076 0.0075 -0.0001 -1.3% 0.0000
Volume 1,034 274 -760 -73.5% 1,541
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0395 1.0353 1.0221
R3 1.0333 1.0291 1.0204
R2 1.0271 1.0271 1.0198
R1 1.0229 1.0229 1.0193 1.0219
PP 1.0209 1.0209 1.0209 1.0204
S1 1.0167 1.0167 1.0181 1.0157
S2 1.0147 1.0147 1.0176
S3 1.0085 1.0105 1.0170
S4 1.0023 1.0043 1.0153
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0934 1.0784 1.0310
R3 1.0710 1.0560 1.0248
R2 1.0487 1.0487 1.0228
R1 1.0337 1.0337 1.0207 1.0300
PP 1.0263 1.0263 1.0263 1.0245
S1 1.0113 1.0113 1.0167 1.0077
S2 1.0040 1.0040 1.0146
S3 0.9816 0.9890 1.0126
S4 0.9593 0.9666 1.0064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0413 1.0190 0.0224 2.2% 0.0060 0.6% -1% False True 308
10 1.0524 1.0190 0.0335 3.3% 0.0058 0.6% -1% False True 180
20 1.0524 1.0190 0.0335 3.3% 0.0060 0.6% -1% False True 124
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 False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0515
2.618 1.0414
1.618 1.0352
1.000 1.0314
0.618 1.0290
HIGH 1.0252
0.618 1.0228
0.500 1.0221
0.382 1.0213
LOW 1.0190
0.618 1.0151
1.000 1.0128
1.618 1.0089
2.618 1.0027
4.250 0.9926
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 1.0221 1.0270
PP 1.0209 1.0242
S1 1.0198 1.0215

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

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