CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 0.9885 0.9994 0.0109 1.1% 0.9856
High 0.9981 1.0010 0.0029 0.3% 0.9991
Low 0.9822 0.9940 0.0118 1.2% 0.9822
Close 0.9959 0.9989 0.0030 0.3% 0.9959
Range 0.0160 0.0071 -0.0089 -55.8% 0.0170
ATR 0.0109 0.0106 -0.0003 -2.5% 0.0000
Volume 614 170 -444 -72.3% 5,498
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0191 1.0160 1.0027
R3 1.0120 1.0090 1.0008
R2 1.0050 1.0050 1.0001
R1 1.0019 1.0019 0.9995 0.9999
PP 0.9979 0.9979 0.9979 0.9969
S1 0.9949 0.9949 0.9982 0.9929
S2 0.9909 0.9909 0.9976
S3 0.9838 0.9878 0.9969
S4 0.9768 0.9808 0.9950
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0432 1.0365 1.0052
R3 1.0263 1.0195 1.0005
R2 1.0093 1.0093 0.9990
R1 1.0026 1.0026 0.9974 1.0060
PP 0.9924 0.9924 0.9924 0.9941
S1 0.9856 0.9856 0.9943 0.9890
S2 0.9754 0.9754 0.9927
S3 0.9585 0.9687 0.9912
S4 0.9415 0.9517 0.9865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9822 0.0189 1.9% 0.0092 0.9% 89% True False 828
10 1.0010 0.9762 0.0248 2.5% 0.0098 1.0% 91% True False 747
20 1.0125 0.9658 0.0467 4.7% 0.0113 1.1% 71% False False 753
40 1.0322 0.9658 0.0664 6.6% 0.0107 1.1% 50% False False 851
60 1.0524 0.9658 0.0867 8.7% 0.0094 0.9% 38% False False 647
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0310
2.618 1.0195
1.618 1.0124
1.000 1.0081
0.618 1.0054
HIGH 1.0010
0.618 0.9983
0.500 0.9975
0.382 0.9966
LOW 0.9940
0.618 0.9896
1.000 0.9869
1.618 0.9825
2.618 0.9755
4.250 0.9640
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 0.9984 0.9964
PP 0.9979 0.9940
S1 0.9975 0.9916

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

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