CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 1.1185 1.1201 0.0016 0.1% 1.1381
High 1.1215 1.1286 0.0071 0.6% 1.1381
Low 1.1164 1.1190 0.0026 0.2% 1.1164
Close 1.1187 1.1286 0.0099 0.9% 1.1187
Range 0.0051 0.0096 0.0045 87.3% 0.0217
ATR 0.0067 0.0070 0.0002 3.4% 0.0000
Volume 2,863 1,089 -1,774 -62.0% 5,547
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1540 1.1508 1.1338
R3 1.1445 1.1413 1.1312
R2 1.1349 1.1349 1.1303
R1 1.1317 1.1317 1.1294 1.1333
PP 1.1254 1.1254 1.1254 1.1262
S1 1.1222 1.1222 1.1277 1.1238
S2 1.1158 1.1158 1.1268
S3 1.1063 1.1126 1.1259
S4 1.0967 1.1031 1.1233
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1895 1.1758 1.1306
R3 1.1678 1.1541 1.1246
R2 1.1461 1.1461 1.1226
R1 1.1324 1.1324 1.1206 1.1284
PP 1.1244 1.1244 1.1244 1.1224
S1 1.1107 1.1107 1.1167 1.1067
S2 1.1027 1.1027 1.1147
S3 1.0810 1.0890 1.1127
S4 1.0593 1.0673 1.1067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1371 1.1164 0.0207 1.8% 0.0078 0.7% 59% False False 1,176
10 1.1475 1.1164 0.0311 2.8% 0.0071 0.6% 39% False False 825
20 1.1520 1.1164 0.0356 3.2% 0.0067 0.6% 34% False False 562
40 1.1520 1.1164 0.0356 3.2% 0.0063 0.6% 34% False False 482
60 1.1661 1.1164 0.0497 4.4% 0.0060 0.5% 24% False False 369
80 1.1750 1.1164 0.0586 5.2% 0.0052 0.5% 21% False False 294
100 1.1918 1.1164 0.0754 6.7% 0.0049 0.4% 16% False False 244
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1691
2.618 1.1536
1.618 1.1440
1.000 1.1381
0.618 1.1345
HIGH 1.1286
0.618 1.1249
0.500 1.1238
0.382 1.1226
LOW 1.1190
0.618 1.1131
1.000 1.1095
1.618 1.1035
2.618 1.0940
4.250 1.0784
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 1.1270 1.1265
PP 1.1254 1.1245
S1 1.1238 1.1225

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

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