CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 0.9722 0.9840 0.0118 1.2% 1.0144
High 0.9872 0.9932 0.0060 0.6% 1.0180
Low 0.9658 0.9765 0.0108 1.1% 0.9796
Close 0.9869 0.9914 0.0045 0.5% 0.9798
Range 0.0215 0.0167 -0.0048 -22.4% 0.0384
ATR 0.0111 0.0115 0.0004 3.6% 0.0000
Volume 1,131 628 -503 -44.5% 6,884
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0370 1.0308 1.0005
R3 1.0203 1.0142 0.9959
R2 1.0037 1.0037 0.9944
R1 0.9975 0.9975 0.9929 1.0006
PP 0.9870 0.9870 0.9870 0.9885
S1 0.9809 0.9809 0.9898 0.9839
S2 0.9704 0.9704 0.9883
S3 0.9537 0.9642 0.9868
S4 0.9371 0.9476 0.9822
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 0.9978 0.9658 0.0320 3.2% 0.0159 1.6% 80% False False 1,005
10 1.0180 0.9658 0.0522 5.3% 0.0128 1.3% 49% False False 1,130
20 1.0322 0.9658 0.0664 6.7% 0.0115 1.2% 39% False False 1,075
40 1.0524 0.9658 0.0867 8.7% 0.0092 0.9% 30% False False 677
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0639
2.618 1.0367
1.618 1.0201
1.000 1.0098
0.618 1.0034
HIGH 0.9932
0.618 0.9868
0.500 0.9848
0.382 0.9829
LOW 0.9765
0.618 0.9662
1.000 0.9599
1.618 0.9496
2.618 0.9329
4.250 0.9057
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 0.9892 0.9874
PP 0.9870 0.9834
S1 0.9848 0.9795

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

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