CME Euro FX (E) Future March 2023


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 1.0071 1.0190 0.0119 1.2% 0.9856
High 1.0197 1.0201 0.0004 0.0% 0.9991
Low 1.0056 1.0065 0.0010 0.1% 0.9822
Close 1.0192 1.0069 -0.0123 -1.2% 0.9959
Range 0.0142 0.0136 -0.0006 -3.9% 0.0170
ATR 0.0110 0.0112 0.0002 1.7% 0.0000
Volume 443 1,150 707 159.6% 5,498
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 1.0520 1.0430 1.0143
R3 1.0384 1.0294 1.0106
R2 1.0248 1.0248 1.0093
R1 1.0158 1.0158 1.0081 1.0135
PP 1.0112 1.0112 1.0112 1.0100
S1 1.0022 1.0022 1.0056 0.9999
S2 0.9976 0.9976 1.0044
S3 0.9840 0.9886 1.0031
S4 0.9704 0.9750 0.9994
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 1.0201 0.9822 0.0380 3.8% 0.0126 1.3% 65% True False 597
10 1.0201 0.9822 0.0380 3.8% 0.0108 1.1% 65% True False 833
20 1.0201 0.9762 0.0439 4.4% 0.0109 1.1% 70% True False 693
40 1.0322 0.9658 0.0664 6.6% 0.0112 1.1% 62% False False 884
60 1.0524 0.9658 0.0867 8.6% 0.0098 1.0% 47% False False 683
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0779
2.618 1.0557
1.618 1.0421
1.000 1.0337
0.618 1.0285
HIGH 1.0201
0.618 1.0149
0.500 1.0133
0.382 1.0117
LOW 1.0065
0.618 0.9981
1.000 0.9929
1.618 0.9845
2.618 0.9709
4.250 0.9487
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 1.0133 1.0084
PP 1.0112 1.0079
S1 1.0090 1.0074

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

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