CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 1.1366 1.1374 0.0008 0.1% 1.1401
High 1.1387 1.1398 0.0011 0.1% 1.1457
Low 1.1365 1.1374 0.0009 0.1% 1.1370
Close 1.1365 1.1389 0.0024 0.2% 1.1465
Range 0.0022 0.0025 0.0003 11.4% 0.0087
ATR 0.0051 0.0050 -0.0001 -2.6% 0.0000
Volume 11 58 47 427.3% 95
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1460 1.1449 1.1402
R3 1.1436 1.1425 1.1396
R2 1.1411 1.1411 1.1393
R1 1.1400 1.1400 1.1391 1.1406
PP 1.1387 1.1387 1.1387 1.1390
S1 1.1376 1.1376 1.1387 1.1381
S2 1.1362 1.1362 1.1385
S3 1.1338 1.1351 1.1382
S4 1.1313 1.1327 1.1376
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1692 1.1665 1.1512
R3 1.1605 1.1578 1.1488
R2 1.1518 1.1518 1.1480
R1 1.1491 1.1491 1.1472 1.1504
PP 1.1431 1.1431 1.1431 1.1437
S1 1.1404 1.1404 1.1457 1.1417
S2 1.1344 1.1344 1.1449
S3 1.1257 1.1317 1.1441
S4 1.1170 1.1230 1.1417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1457 1.1365 0.0092 0.8% 0.0045 0.4% 26% False False 28
10 1.1457 1.1365 0.0092 0.8% 0.0041 0.4% 26% False False 20
20 1.1457 1.1331 0.0127 1.1% 0.0040 0.4% 46% False False 19
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1502
2.618 1.1462
1.618 1.1438
1.000 1.1423
0.618 1.1413
HIGH 1.1398
0.618 1.1389
0.500 1.1386
0.382 1.1383
LOW 1.1374
0.618 1.1358
1.000 1.1349
1.618 1.1334
2.618 1.1309
4.250 1.1269
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 1.1388 1.1403
PP 1.1387 1.1398
S1 1.1386 1.1394

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

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