CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 1.0211 1.0107 -0.0105 -1.0% 1.0189
High 1.0230 1.0156 -0.0075 -0.7% 1.0230
Low 1.0098 1.0080 -0.0018 -0.2% 1.0064
Close 1.0107 1.0128 0.0021 0.2% 1.0107
Range 0.0133 0.0076 -0.0057 -43.0% 0.0166
ATR 0.0081 0.0081 0.0000 -0.5% 0.0000
Volume 1,126 153 -973 -86.4% 2,866
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0348 1.0313 1.0169
R3 1.0272 1.0238 1.0148
R2 1.0197 1.0197 1.0141
R1 1.0162 1.0162 1.0134 1.0179
PP 1.0121 1.0121 1.0121 1.0130
S1 1.0087 1.0087 1.0121 1.0104
S2 1.0046 1.0046 1.0114
S3 0.9970 1.0011 1.0107
S4 0.9895 0.9936 1.0086
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% 0.0088 0.9% 38% False False 419
10 1.0350 1.0064 0.0286 2.8% 0.0076 0.7% 22% False False 453
20 1.0524 1.0064 0.0460 4.5% 0.0068 0.7% 14% False False 245
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0353
1.618 1.0278
1.000 1.0231
0.618 1.0202
HIGH 1.0156
0.618 1.0127
0.500 1.0118
0.382 1.0109
LOW 1.0080
0.618 1.0033
1.000 1.0005
1.618 0.9958
2.618 0.9882
4.250 0.9759
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 1.0124 1.0155
PP 1.0121 1.0146
S1 1.0118 1.0137

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

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