CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 1.1385 1.1456 0.0072 0.6% 1.1394
High 1.1468 1.1495 0.0028 0.2% 1.1395
Low 1.1369 1.1449 0.0080 0.7% 1.1287
Close 1.1464 1.1475 0.0011 0.1% 1.1378
Range 0.0099 0.0046 -0.0053 -53.3% 0.0108
ATR 0.0072 0.0070 -0.0002 -2.6% 0.0000
Volume 199,954 165,588 -34,366 -17.2% 731,343
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1611 1.1589 1.1500
R3 1.1565 1.1543 1.1487
R2 1.1519 1.1519 1.1483
R1 1.1497 1.1497 1.1479 1.1508
PP 1.1473 1.1473 1.1473 1.1478
S1 1.1451 1.1451 1.1470 1.1462
S2 1.1427 1.1427 1.1466
S3 1.1381 1.1405 1.1462
S4 1.1335 1.1359 1.1449
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1677 1.1636 1.1437
R3 1.1569 1.1528 1.1408
R2 1.1461 1.1461 1.1398
R1 1.1420 1.1420 1.1388 1.1387
PP 1.1353 1.1353 1.1353 1.1337
S1 1.1312 1.1312 1.1368 1.1279
S2 1.1245 1.1245 1.1358
S3 1.1137 1.1204 1.1348
S4 1.1029 1.1096 1.1319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1495 1.1299 0.0196 1.7% 0.0072 0.6% 90% True False 159,877
10 1.1495 1.1287 0.0208 1.8% 0.0071 0.6% 90% True False 150,459
20 1.1495 1.1259 0.0237 2.1% 0.0069 0.6% 91% True False 138,988
40 1.1495 1.1222 0.0274 2.4% 0.0071 0.6% 93% True False 112,205
60 1.1732 1.1222 0.0510 4.4% 0.0068 0.6% 50% False False 75,129
80 1.1800 1.1222 0.0579 5.0% 0.0063 0.5% 44% False False 56,477
100 1.1956 1.1222 0.0735 6.4% 0.0059 0.5% 34% False False 45,246
120 1.1965 1.1222 0.0743 6.5% 0.0057 0.5% 34% False False 37,709
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 0.0012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1691
2.618 1.1615
1.618 1.1569
1.000 1.1541
0.618 1.1523
HIGH 1.1495
0.618 1.1477
0.500 1.1472
0.382 1.1467
LOW 1.1449
0.618 1.1421
1.000 1.1403
1.618 1.1375
2.618 1.1329
4.250 1.1254
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 1.1474 1.1453
PP 1.1473 1.1432
S1 1.1472 1.1411

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

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