CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	1.0189	1.0070	-0.0119	-1.2%	1.0413
High	1.0192	1.0165	-0.0027	-0.3%	1.0413
Low	1.0087	1.0070	-0.0017	-0.2%	1.0190
Close	1.0088	1.0115	0.0027	0.3%	1.0187
Range	0.0106	0.0095	-0.0011	-10.0%	0.0224
ATR	0.0077	0.0079	0.0001	1.6%	0.0000
Volume	920	239	-681	-74.0%	1,541

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0402	1.0353	1.0167
R3	1.0307	1.0258	1.0141
R2	1.0212	1.0212	1.0132
R1	1.0163	1.0163	1.0123	1.0187
PP	1.0117	1.0117	1.0117	1.0129
S1	1.0068	1.0068	1.0106	1.0092
S2	1.0022	1.0022	1.0097
S3	0.9927	0.9973	1.0088
S4	0.9832	0.9878	1.0062

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	1.0350	1.0070	0.0280	2.8%	0.0074	0.7%	16%	False	True	505
10	1.0524	1.0070	0.0454	4.5%	0.0074	0.7%	10%	False	True	291
20	1.0524	1.0070	0.0454	4.5%	0.0065	0.6%	10%	False	True	178

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0569
2.618	1.0414
1.618	1.0319
1.000	1.0260
0.618	1.0224
HIGH	1.0165
0.618	1.0129
0.500	1.0118
0.382	1.0106
LOW	1.0070
0.618	1.0011
1.000	0.9975
1.618	0.9916
2.618	0.9821
4.250	0.9666

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	1.0118	1.0161
PP	1.0117	1.0145
S1	1.0116	1.0130

Download as Excel Spreadsheet

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

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