CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 1.0017 0.9914 -0.0103 -1.0% 0.9907
High 1.0041 0.9934 -0.0108 -1.1% 1.0125
Low 0.9910 0.9846 -0.0064 -0.6% 0.9846
Close 0.9910 0.9854 -0.0056 -0.6% 0.9854
Range 0.0132 0.0088 -0.0044 -33.5% 0.0279
ATR 0.0122 0.0120 -0.0002 -2.0% 0.0000
Volume 213 332 119 55.9% 2,716
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0140 1.0084 0.9902
R3 1.0053 0.9997 0.9878
R2 0.9965 0.9965 0.9870
R1 0.9909 0.9909 0.9862 0.9894
PP 0.9878 0.9878 0.9878 0.9870
S1 0.9822 0.9822 0.9845 0.9806
S2 0.9790 0.9790 0.9837
S3 0.9703 0.9734 0.9829
S4 0.9615 0.9647 0.9805
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0777 1.0594 1.0007
R3 1.0498 1.0315 0.9930
R2 1.0220 1.0220 0.9905
R1 1.0037 1.0037 0.9879 0.9989
PP 0.9941 0.9941 0.9941 0.9918
S1 0.9758 0.9758 0.9828 0.9711
S2 0.9663 0.9663 0.9802
S3 0.9384 0.9480 0.9777
S4 0.9106 0.9201 0.9700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0125 0.9846 0.0279 2.8% 0.0126 1.3% 3% False True 543
10 1.0125 0.9658 0.0467 4.7% 0.0136 1.4% 42% False False 779
20 1.0322 0.9658 0.0664 6.7% 0.0122 1.2% 30% False False 988
40 1.0496 0.9658 0.0838 8.5% 0.0103 1.0% 23% False False 760
Crabel Price Patterns
NR True
NR4 True
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 1.0163
1.618 1.0075
1.000 1.0021
0.618 0.9988
HIGH 0.9934
0.618 0.9900
0.500 0.9890
0.382 0.9879
LOW 0.9846
0.618 0.9792
1.000 0.9759
1.618 0.9704
2.618 0.9617
4.250 0.9474
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 0.9890 0.9983
PP 0.9878 0.9940
S1 0.9866 0.9897

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

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