CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 0.9914 0.9855 -0.0060 -0.6% 0.9907
High 0.9934 0.9855 -0.0079 -0.8% 1.0125
Low 0.9846 0.9800 -0.0046 -0.5% 0.9846
Close 0.9854 0.9822 -0.0032 -0.3% 0.9854
Range 0.0088 0.0055 -0.0033 -37.7% 0.0279
ATR 0.0120 0.0115 -0.0005 -3.9% 0.0000
Volume 332 617 285 85.8% 2,716
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 0.9989 0.9960 0.9851
R3 0.9934 0.9905 0.9836
R2 0.9880 0.9880 0.9831
R1 0.9851 0.9851 0.9826 0.9838
PP 0.9825 0.9825 0.9825 0.9819
S1 0.9796 0.9796 0.9817 0.9784
S2 0.9771 0.9771 0.9812
S3 0.9716 0.9742 0.9807
S4 0.9662 0.9687 0.9792
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 0.9800 0.0325 3.3% 0.0121 1.2% 7% False True 537
10 1.0125 0.9658 0.0467 4.8% 0.0128 1.3% 35% False False 759
20 1.0310 0.9658 0.0653 6.6% 0.0119 1.2% 25% False False 966
40 1.0413 0.9658 0.0756 7.7% 0.0102 1.0% 22% False False 774
60 1.0524 0.9658 0.0867 8.8% 0.0089 0.9% 19% False False 538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0086
2.618 0.9997
1.618 0.9943
1.000 0.9909
0.618 0.9888
HIGH 0.9855
0.618 0.9834
0.500 0.9827
0.382 0.9821
LOW 0.9800
0.618 0.9766
1.000 0.9746
1.618 0.9712
2.618 0.9657
4.250 0.9568
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 0.9827 0.9921
PP 0.9825 0.9888
S1 0.9823 0.9855

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

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