CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 27-Dec-2021

Day Change Summary
	Previous	Current
	23-Dec-2021	27-Dec-2021	Change	Change %	Previous Week
Open	1.1390	1.1401	0.0011	0.1%	1.1358
High	1.1419	1.1409	-0.0011	-0.1%	1.1419
Low	1.1378	1.1392	0.0015	0.1%	1.1358
Close	1.1419	1.1409	-0.0011	-0.1%	1.1419
Range	0.0042	0.0017	-0.0025	-60.2%	0.0061
ATR	0.0051	0.0049	-0.0002	-3.4%	0.0000
Volume	18	19	1	5.6%	128

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1453	1.1447	1.1418
R3	1.1436	1.1431	1.1413
R2	1.1420	1.1420	1.1412
R1	1.1414	1.1414	1.1410	1.1417
PP	1.1403	1.1403	1.1403	1.1404
S1	1.1398	1.1398	1.1407	1.1400
S2	1.1387	1.1387	1.1405
S3	1.1370	1.1381	1.1404
S4	1.1354	1.1365	1.1399

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1582	1.1561	1.1453
R3	1.1521	1.1500	1.1436
R2	1.1460	1.1460	1.1430
R1	1.1439	1.1439	1.1425	1.1450
PP	1.1399	1.1399	1.1399	1.1404
S1	1.1378	1.1378	1.1413	1.1389
S2	1.1338	1.1338	1.1408
S3	1.1277	1.1317	1.1402
S4	1.1216	1.1256	1.1385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1419	1.1358	0.0061	0.5%	0.0030	0.3%	83%	False	False	29
10	1.1440	1.1331	0.0110	1.0%	0.0036	0.3%	71%	False	False	21
20	1.1440	1.1331	0.0110	1.0%	0.0038	0.3%	71%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1479
2.618	1.1452
1.618	1.1435
1.000	1.1425
0.618	1.1419
HIGH	1.1409
0.618	1.1402
0.500	1.1400
0.382	1.1398
LOW	1.1392
0.618	1.1382
1.000	1.1376
1.618	1.1365
2.618	1.1349
4.250	1.1322

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	1.1406	1.1403
PP	1.1403	1.1398
S1	1.1400	1.1393

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols