CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 1.1386 1.1370 -0.0016 -0.1% 1.1358
High 1.1386 1.1444 0.0059 0.5% 1.1419
Low 1.1386 1.1370 -0.0016 -0.1% 1.1358
Close 1.1386 1.1427 0.0042 0.4% 1.1419
Range 0.0000 0.0074 0.0074 0.0061
ATR 0.0047 0.0049 0.0002 4.0% 0.0000
Volume 0 10 10 128
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1636 1.1605 1.1468
R3 1.1562 1.1531 1.1447
R2 1.1488 1.1488 1.1441
R1 1.1457 1.1457 1.1434 1.1473
PP 1.1414 1.1414 1.1414 1.1421
S1 1.1383 1.1383 1.1420 1.1399
S2 1.1340 1.1340 1.1413
S3 1.1266 1.1309 1.1407
S4 1.1192 1.1235 1.1386
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 1.1444 1.1367 0.0078 0.7% 0.0036 0.3% 78% True False 13
10 1.1444 1.1331 0.0114 1.0% 0.0037 0.3% 85% True False 22
20 1.1444 1.1331 0.0114 1.0% 0.0038 0.3% 85% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1759
2.618 1.1638
1.618 1.1564
1.000 1.1518
0.618 1.1490
HIGH 1.1444
0.618 1.1416
0.500 1.1407
0.382 1.1398
LOW 1.1370
0.618 1.1324
1.000 1.1296
1.618 1.1250
2.618 1.1176
4.250 1.1056
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 1.1420 1.1420
PP 1.1414 1.1414
S1 1.1407 1.1407

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

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