CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 28-Sep-2022
Day Change Summary
Previous Current
27-Sep-2022 28-Sep-2022 Change Change % Previous Week
Open 0.9734 0.9722 -0.0012 -0.1% 1.0144
High 0.9791 0.9872 0.0082 0.8% 1.0180
Low 0.9701 0.9658 -0.0043 -0.4% 0.9796
Close 0.9723 0.9869 0.0146 1.5% 0.9798
Range 0.0090 0.0215 0.0125 138.3% 0.0384
ATR 0.0103 0.0111 0.0008 7.8% 0.0000
Volume 1,641 1,131 -510 -31.1% 6,884
Daily Pivots for day following 28-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0443 1.0370 0.9986
R3 1.0228 1.0156 0.9927
R2 1.0014 1.0014 0.9908
R1 0.9941 0.9941 0.9888 0.9978
PP 0.9799 0.9799 0.9799 0.9818
S1 0.9727 0.9727 0.9849 0.9763
S2 0.9585 0.9585 0.9829
S3 0.9370 0.9512 0.9810
S4 0.9156 0.9298 0.9751
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.1076 1.0821 1.0009
R3 1.0692 1.0437 0.9903
R2 1.0308 1.0308 0.9868
R1 1.0053 1.0053 0.9833 0.9989
PP 0.9924 0.9924 0.9924 0.9892
S1 0.9669 0.9669 0.9762 0.9605
S2 0.9540 0.9540 0.9727
S3 0.9156 0.9285 0.9692
S4 0.8772 0.8901 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0031 0.9658 0.0374 3.8% 0.0144 1.5% 56% False True 1,328
10 1.0180 0.9658 0.0522 5.3% 0.0115 1.2% 40% False True 1,253
20 1.0322 0.9658 0.0664 6.7% 0.0111 1.1% 32% False True 1,066
40 1.0524 0.9658 0.0867 8.8% 0.0089 0.9% 24% False True 662
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 0.0025
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.0784
2.618 1.0434
1.618 1.0219
1.000 1.0087
0.618 1.0005
HIGH 0.9872
0.618 0.9790
0.500 0.9765
0.382 0.9739
LOW 0.9658
0.618 0.9525
1.000 0.9443
1.618 0.9310
2.618 0.9096
4.250 0.8746
Fisher Pivots for day following 28-Sep-2022
Pivot 1 day 3 day
R1 0.9834 0.9834
PP 0.9799 0.9799
S1 0.9765 0.9765

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

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