CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	1.1378	1.1386	0.0008	0.1%	1.1440
High	1.1396	1.1444	0.0048	0.4%	1.1444
Low	1.1367	1.1386	0.0019	0.2%	1.1365
Close	1.1367	1.1444	0.0077	0.7%	1.1444
Range	0.0029	0.0059	0.0030	101.7%	0.0079
ATR	0.0049	0.0051	0.0002	4.2%	0.0000
Volume	30	19	-11	-36.7%	125

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1600	1.1581	1.1476
R3	1.1542	1.1522	1.1460
R2	1.1483	1.1483	1.1455
R1	1.1464	1.1464	1.1449	1.1473
PP	1.1425	1.1425	1.1425	1.1429
S1	1.1405	1.1405	1.1439	1.1415
S2	1.1366	1.1366	1.1433
S3	1.1308	1.1347	1.1428
S4	1.1249	1.1288	1.1412

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1628	1.1487
R3	1.1576	1.1549	1.1466
R2	1.1497	1.1497	1.1458
R1	1.1470	1.1470	1.1451	1.1484
PP	1.1418	1.1418	1.1418	1.1424
S1	1.1391	1.1391	1.1437	1.1405
S2	1.1339	1.1339	1.1430
S3	1.1260	1.1312	1.1422
S4	1.1181	1.1233	1.1401

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1444	1.1365	0.0079	0.7%	0.0041	0.4%	100%	True	False	25
10	1.1457	1.1365	0.0092	0.8%	0.0040	0.4%	86%	False	False	22
20	1.1457	1.1331	0.0127	1.1%	0.0039	0.3%	90%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1693
2.618	1.1597
1.618	1.1539
1.000	1.1503
0.618	1.1480
HIGH	1.1444
0.618	1.1422
0.500	1.1415
0.382	1.1408
LOW	1.1386
0.618	1.1349
1.000	1.1327
1.618	1.1291
2.618	1.1232
4.250	1.1137

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	1.1434	1.1431
PP	1.1425	1.1418
S1	1.1415	1.1406

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