CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 0.9996 1.0071 0.0076 0.8% 0.9856
High 1.0090 1.0197 0.0108 1.1% 0.9991
Low 0.9966 1.0056 0.0090 0.9% 0.9822
Close 1.0072 1.0192 0.0120 1.2% 0.9959
Range 0.0124 0.0142 0.0018 14.6% 0.0170
ATR 0.0108 0.0110 0.0002 2.2% 0.0000
Volume 612 443 -169 -27.6% 5,498
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0573 1.0524 1.0269
R3 1.0431 1.0382 1.0230
R2 1.0290 1.0290 1.0217
R1 1.0241 1.0241 1.0204 1.0265
PP 1.0148 1.0148 1.0148 1.0160
S1 1.0099 1.0099 1.0179 1.0124
S2 1.0007 1.0007 1.0166
S3 0.9865 0.9958 1.0153
S4 0.9724 0.9816 1.0114
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 1.0197 0.9822 0.0376 3.7% 0.0114 1.1% 99% True False 631
10 1.0197 0.9762 0.0435 4.3% 0.0110 1.1% 99% True False 765
20 1.0197 0.9762 0.0435 4.3% 0.0111 1.1% 99% True False 667
40 1.0322 0.9658 0.0664 6.5% 0.0111 1.1% 80% False False 867
60 1.0524 0.9658 0.0867 8.5% 0.0096 0.9% 62% False False 664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0798
2.618 1.0567
1.618 1.0426
1.000 1.0339
0.618 1.0284
HIGH 1.0197
0.618 1.0143
0.500 1.0126
0.382 1.0110
LOW 1.0056
0.618 0.9968
1.000 0.9914
1.618 0.9827
2.618 0.9685
4.250 0.9454
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 1.0170 1.0150
PP 1.0148 1.0109
S1 1.0126 1.0068

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

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