CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	1.0142	1.0211	0.0069	0.7%	1.0189
High	1.0164	1.0230	0.0066	0.6%	1.0230
Low	1.0107	1.0098	-0.0010	-0.1%	1.0064
Close	1.0119	1.0107	-0.0013	-0.1%	1.0107
Range	0.0057	0.0133	0.0076	132.5%	0.0166
ATR	0.0077	0.0081	0.0004	5.2%	0.0000
Volume	213	1,126	913	428.6%	2,866

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0542	1.0457	1.0179
R3	1.0410	1.0324	1.0143
R2	1.0277	1.0277	1.0131
R1	1.0192	1.0192	1.0119	1.0168
PP	1.0145	1.0145	1.0145	1.0133
S1	1.0059	1.0059	1.0094	1.0036
S2	1.0012	1.0012	1.0082
S3	0.9880	0.9927	1.0070
S4	0.9747	0.9794	1.0034

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0632	1.0535	1.0198
R3	1.0466	1.0369	1.0152
R2	1.0300	1.0300	1.0137
R1	1.0203	1.0203	1.0122	1.0168
PP	1.0134	1.0134	1.0134	1.0116
S1	1.0037	1.0037	1.0091	1.0002
S2	0.9968	0.9968	1.0076
S3	0.9802	0.9871	1.0061
S4	0.9636	0.9705	1.0015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0230	1.0064	0.0166	1.6%	0.0094	0.9%	26%	True	False	573
10	1.0413	1.0064	0.0349	3.5%	0.0077	0.8%	12%	False	False	440
20	1.0524	1.0064	0.0460	4.6%	0.0066	0.7%	9%	False	False	238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1.0793
2.618	1.0577
1.618	1.0444
1.000	1.0363
0.618	1.0312
HIGH	1.0230
0.618	1.0179
0.500	1.0164
0.382	1.0148
LOW	1.0098
0.618	1.0016
1.000	0.9965
1.618	0.9883
2.618	0.9751
4.250	0.9534

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	1.0164	1.0147
PP	1.0145	1.0134
S1	1.0126	1.0120

Download as Excel Spreadsheet

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

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