CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 1.1420 1.1422 0.0002 0.0% 1.1440
High 1.1420 1.1450 0.0030 0.3% 1.1444
Low 1.1375 1.1400 0.0025 0.2% 1.1365
Close 1.1405 1.1450 0.0045 0.4% 1.1444
Range 0.0045 0.0050 0.0005 11.1% 0.0079
ATR 0.0052 0.0052 0.0000 -0.3% 0.0000
Volume 187 15 -172 -92.0% 125
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1583 1.1567 1.1478
R3 1.1533 1.1517 1.1464
R2 1.1483 1.1483 1.1459
R1 1.1467 1.1467 1.1455 1.1475
PP 1.1433 1.1433 1.1433 1.1438
S1 1.1417 1.1417 1.1445 1.1425
S2 1.1383 1.1383 1.1441
S3 1.1333 1.1367 1.1436
S4 1.1283 1.1317 1.1423
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 1.1450 1.1367 0.0083 0.7% 0.0041 0.4% 100% True False 61
10 1.1457 1.1365 0.0092 0.8% 0.0048 0.4% 92% False False 40
20 1.1457 1.1331 0.0127 1.1% 0.0042 0.4% 94% False False 30
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1663
2.618 1.1581
1.618 1.1531
1.000 1.1500
0.618 1.1481
HIGH 1.1450
0.618 1.1431
0.500 1.1425
0.382 1.1419
LOW 1.1400
0.618 1.1369
1.000 1.1350
1.618 1.1319
2.618 1.1269
4.250 1.1188
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 1.1442 1.1438
PP 1.1433 1.1425
S1 1.1425 1.1413

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

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