CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 26-Jan-2022
Day Change Summary
Previous Current
25-Jan-2022 26-Jan-2022 Change Change % Previous Week
Open 1.1371 1.1349 -0.0022 -0.2% 1.1449
High 1.1371 1.1351 -0.0020 -0.2% 1.1475
Low 1.1310 1.1279 -0.0031 -0.3% 1.1344
Close 1.1346 1.1296 -0.0051 -0.4% 1.1383
Range 0.0061 0.0072 0.0011 18.0% 0.0131
ATR 0.0064 0.0064 0.0001 0.9% 0.0000
Volume 438 455 17 3.9% 1,621
Daily Pivots for day following 26-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1525 1.1482 1.1335
R3 1.1453 1.1410 1.1315
R2 1.1381 1.1381 1.1309
R1 1.1338 1.1338 1.1302 1.1323
PP 1.1309 1.1309 1.1309 1.1301
S1 1.1266 1.1266 1.1289 1.1251
S2 1.1237 1.1237 1.1282
S3 1.1165 1.1194 1.1276
S4 1.1093 1.1122 1.1256
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1794 1.1719 1.1455
R3 1.1663 1.1588 1.1419
R2 1.1532 1.1532 1.1407
R1 1.1457 1.1457 1.1395 1.1429
PP 1.1401 1.1401 1.1401 1.1387
S1 1.1326 1.1326 1.1371 1.1298
S2 1.1270 1.1270 1.1359
S3 1.1139 1.1195 1.1347
S4 1.1008 1.1064 1.1311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1408 1.1279 0.0129 1.1% 0.0060 0.5% 13% False True 442
10 1.1520 1.1279 0.0241 2.1% 0.0066 0.6% 7% False True 457
20 1.1520 1.1279 0.0241 2.1% 0.0066 0.6% 7% False True 346
40 1.1520 1.1279 0.0241 2.1% 0.0062 0.6% 7% False True 382
60 1.1671 1.1249 0.0422 3.7% 0.0058 0.5% 11% False False 288
80 1.1750 1.1249 0.0501 4.4% 0.0050 0.4% 9% False False 233
100 1.1975 1.1249 0.0726 6.4% 0.0047 0.4% 6% False False 196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1539
1.618 1.1467
1.000 1.1423
0.618 1.1395
HIGH 1.1351
0.618 1.1323
0.500 1.1315
0.382 1.1307
LOW 1.1279
0.618 1.1235
1.000 1.1207
1.618 1.1163
2.618 1.1091
4.250 1.0973
Fisher Pivots for day following 26-Jan-2022
Pivot 1 day 3 day
R1 1.1315 1.1330
PP 1.1309 1.1319
S1 1.1302 1.1307

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

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