CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 14-Oct-2022
Day Change Summary
Previous Current
13-Oct-2022 14-Oct-2022 Change Change % Previous Week
Open 0.9824 0.9887 0.0063 0.6% 0.9855
High 0.9920 0.9928 0.0008 0.1% 0.9928
Low 0.9762 0.9830 0.0068 0.7% 0.9762
Close 0.9907 0.9843 -0.0064 -0.6% 0.9843
Range 0.0158 0.0098 -0.0060 -38.0% 0.0166
ATR 0.0112 0.0111 -0.0001 -0.9% 0.0000
Volume 468 462 -6 -1.3% 2,421
Daily Pivots for day following 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0161 1.0100 0.9897
R3 1.0063 1.0002 0.9870
R2 0.9965 0.9965 0.9861
R1 0.9904 0.9904 0.9852 0.9886
PP 0.9867 0.9867 0.9867 0.9858
S1 0.9806 0.9806 0.9834 0.9788
S2 0.9769 0.9769 0.9825
S3 0.9671 0.9708 0.9816
S4 0.9573 0.9610 0.9789
Weekly Pivots for week ending 14-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0342 1.0259 0.9934
R3 1.0176 1.0093 0.9889
R2 1.0010 1.0010 0.9873
R1 0.9927 0.9927 0.9858 0.9886
PP 0.9844 0.9844 0.9844 0.9824
S1 0.9761 0.9761 0.9828 0.9720
S2 0.9678 0.9678 0.9813
S3 0.9512 0.9595 0.9797
S4 0.9346 0.9429 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9928 0.9762 0.0166 1.7% 0.0091 0.9% 49% True False 484
10 1.0125 0.9762 0.0363 3.7% 0.0109 1.1% 22% False False 513
20 1.0180 0.9658 0.0522 5.3% 0.0120 1.2% 36% False False 855
40 1.0322 0.9658 0.0664 6.7% 0.0106 1.1% 28% False False 788
60 1.0524 0.9658 0.0867 8.8% 0.0092 0.9% 21% False False 562
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0345
2.618 1.0185
1.618 1.0087
1.000 1.0026
0.618 0.9989
HIGH 0.9928
0.618 0.9891
0.500 0.9879
0.382 0.9867
LOW 0.9830
0.618 0.9769
1.000 0.9732
1.618 0.9671
2.618 0.9573
4.250 0.9414
Fisher Pivots for day following 14-Oct-2022
Pivot 1 day 3 day
R1 0.9879 0.9845
PP 0.9867 0.9844
S1 0.9855 0.9844

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

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