CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 09-Sep-2022
Day Change Summary
Previous Current
08-Sep-2022 09-Sep-2022 Change Change % Previous Week
Open 1.0126 1.0127 0.0001 0.0% 1.0079
High 1.0161 1.0239 0.0078 0.8% 1.0239
Low 1.0072 1.0127 0.0056 0.6% 1.0000
Close 1.0120 1.0174 0.0054 0.5% 1.0174
Range 0.0089 0.0112 0.0023 25.3% 0.0239
ATR 0.0086 0.0088 0.0002 2.8% 0.0000
Volume 1,454 224 -1,230 -84.6% 4,995
Daily Pivots for day following 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0514 1.0455 1.0235
R3 1.0403 1.0344 1.0204
R2 1.0291 1.0291 1.0194
R1 1.0232 1.0232 1.0184 1.0262
PP 1.0180 1.0180 1.0180 1.0194
S1 1.0121 1.0121 1.0163 1.0150
S2 1.0068 1.0068 1.0153
S3 0.9957 1.0009 1.0143
S4 0.9845 0.9898 1.0112
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0853 1.0752 1.0305
R3 1.0614 1.0513 1.0239
R2 1.0376 1.0376 1.0217
R1 1.0275 1.0275 1.0195 1.0325
PP 1.0137 1.0137 1.0137 1.0163
S1 1.0036 1.0036 1.0152 1.0087
S2 0.9899 0.9899 1.0130
S3 0.9660 0.9798 1.0108
S4 0.9422 0.9559 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0239 1.0000 0.0239 2.3% 0.0099 1.0% 73% True False 1,039
10 1.0239 1.0000 0.0239 2.3% 0.0096 0.9% 73% True False 732
20 1.0496 1.0000 0.0496 4.9% 0.0084 0.8% 35% False False 532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0712
2.618 1.0530
1.618 1.0419
1.000 1.0350
0.618 1.0307
HIGH 1.0239
0.618 1.0196
0.500 1.0183
0.382 1.0170
LOW 1.0127
0.618 1.0058
1.000 1.0016
1.618 0.9947
2.618 0.9835
4.250 0.9653
Fisher Pivots for day following 09-Sep-2022
Pivot 1 day 3 day
R1 1.0183 1.0159
PP 1.0180 1.0144
S1 1.0177 1.0129

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

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