CME Euro FX (E) Future March 2023

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	1.0025	1.0126	0.0101	1.0%	1.0107
High	1.0130	1.0161	0.0031	0.3%	1.0213
Low	1.0020	1.0072	0.0052	0.5%	1.0056
Close	1.0120	1.0120	0.0000	0.0%	1.0095
Range	0.0111	0.0089	-0.0022	-19.5%	0.0157
ATR	0.0085	0.0086	0.0000	0.3%	0.0000
Volume	1,788	1,454	-334	-18.7%	1,208

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0384	1.0341	1.0168
R3	1.0295	1.0252	1.0144
R2	1.0206	1.0206	1.0136
R1	1.0163	1.0163	1.0128	1.0140
PP	1.0117	1.0117	1.0117	1.0106
S1	1.0074	1.0074	1.0111	1.0051
S2	1.0028	1.0028	1.0103
S3	0.9939	0.9985	1.0095
S4	0.9850	0.9896	1.0071

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.0592	1.0500	1.0181
R3	1.0435	1.0343	1.0138
R2	1.0278	1.0278	1.0123
R1	1.0186	1.0186	1.0109	1.0154
PP	1.0121	1.0121	1.0121	1.0105
S1	1.0029	1.0029	1.0080	0.9997
S2	0.9964	0.9964	1.0066
S3	0.9807	0.9872	1.0051
S4	0.9650	0.9715	1.0008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0179	1.0000	0.0179	1.8%	0.0102	1.0%	67%	False	False	1,020
10	1.0230	1.0000	0.0230	2.3%	0.0090	0.9%	52%	False	False	731
20	1.0524	1.0000	0.0524	5.2%	0.0079	0.8%	23%	False	False	522

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0539
2.618	1.0394
1.618	1.0305
1.000	1.0250
0.618	1.0216
HIGH	1.0161
0.618	1.0127
0.500	1.0116
0.382	1.0105
LOW	1.0072
0.618	1.0016
1.000	0.9983
1.618	0.9927
2.618	0.9838
4.250	0.9693

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	1.0118	1.0106
PP	1.0117	1.0093
S1	1.0116	1.0080

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols