CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 1.0831 1.0734 -0.0098 -0.9% 1.0832
High 1.0840 1.0760 -0.0081 -0.7% 1.0959
Low 1.0718 1.0657 -0.0061 -0.6% 1.0785
Close 1.0732 1.0667 -0.0065 -0.6% 1.0808
Range 0.0122 0.0103 -0.0020 -16.0% 0.0174
ATR 0.0091 0.0092 0.0001 0.9% 0.0000
Volume 195,175 184,280 -10,895 -5.6% 727,010
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1002 1.0937 1.0723
R3 1.0899 1.0834 1.0695
R2 1.0797 1.0797 1.0685
R1 1.0732 1.0732 1.0676 1.0713
PP 1.0694 1.0694 1.0694 1.0685
S1 1.0629 1.0629 1.0657 1.0611
S2 1.0592 1.0592 1.0648
S3 1.0489 1.0527 1.0638
S4 1.0387 1.0424 1.0610
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1372 1.1264 1.0904
R3 1.1198 1.1090 1.0856
R2 1.1024 1.1024 1.0840
R1 1.0916 1.0916 1.0824 1.0883
PP 1.0850 1.0850 1.0850 1.0834
S1 1.0742 1.0742 1.0792 1.0709
S2 1.0676 1.0676 1.0776
S3 1.0502 1.0568 1.0760
S4 1.0328 1.0394 1.0712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0959 1.0657 0.0302 2.8% 0.0100 0.9% 3% False True 185,687
10 1.0959 1.0657 0.0302 2.8% 0.0094 0.9% 3% False True 169,121
20 1.1216 1.0657 0.0559 5.2% 0.0090 0.8% 2% False True 175,175
40 1.1270 1.0657 0.0613 5.7% 0.0099 0.9% 2% False True 166,192
60 1.1538 1.0657 0.0881 8.3% 0.0094 0.9% 1% False True 111,836
80 1.1538 1.0657 0.0881 8.3% 0.0087 0.8% 1% False True 84,008
100 1.1538 1.0657 0.0881 8.3% 0.0081 0.8% 1% False True 67,289
120 1.1671 1.0657 0.1014 9.5% 0.0077 0.7% 1% False True 56,093
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1028
1.618 1.0925
1.000 1.0862
0.618 1.0823
HIGH 1.0760
0.618 1.0720
0.500 1.0708
0.382 1.0696
LOW 1.0657
0.618 1.0594
1.000 1.0555
1.618 1.0491
2.618 1.0389
4.250 1.0221
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 1.0708 1.0765
PP 1.0694 1.0732
S1 1.0680 1.0699

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

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