CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 25-Aug-2022

Day Change Summary
	Previous	Current
	24-Aug-2022	25-Aug-2022	Change	Change %	Previous Week
Open	1.0107	1.0142	0.0036	0.4%	1.0413
High	1.0142	1.0164	0.0023	0.2%	1.0413
Low	1.0064	1.0107	0.0043	0.4%	1.0190
Close	1.0115	1.0119	0.0005	0.0%	1.0187
Range	0.0078	0.0057	-0.0021	-26.5%	0.0224
ATR	0.0079	0.0077	-0.0002	-2.0%	0.0000
Volume	368	213	-155	-42.1%	1,541

Daily Pivots for day following 25-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0301	1.0267	1.0150
R3	1.0244	1.0210	1.0135
R2	1.0187	1.0187	1.0129
R1	1.0153	1.0153	1.0124	1.0142
PP	1.0130	1.0130	1.0130	1.0124
S1	1.0096	1.0096	1.0114	1.0085
S2	1.0073	1.0073	1.0109
S3	1.0016	1.0039	1.0103
S4	0.9959	0.9982	1.0088

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	1.0252	1.0064	0.0188	1.9%	0.0079	0.8%	29%	False	False	402
10	1.0496	1.0064	0.0432	4.3%	0.0072	0.7%	13%	False	False	331
20	1.0524	1.0064	0.0460	4.5%	0.0065	0.6%	12%	False	False	182

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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0406
2.618	1.0313
1.618	1.0256
1.000	1.0221
0.618	1.0199
HIGH	1.0164
0.618	1.0142
0.500	1.0136
0.382	1.0129
LOW	1.0107
0.618	1.0072
1.000	1.0050
1.618	1.0015
2.618	0.9958
4.250	0.9865

Fisher Pivots for day following 25-Aug-2022
Pivot	1 day	3 day
R1	1.0136	1.0118
PP	1.0130	1.0116
S1	1.0125	1.0115

Download as Excel Spreadsheet

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

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