CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 1.1560 1.1509 -0.0052 -0.4% 1.1420
High 1.1560 1.1512 -0.0048 -0.4% 1.1560
Low 1.1489 1.1403 -0.0086 -0.7% 1.1375
Close 1.1496 1.1411 -0.0085 -0.7% 1.1496
Range 0.0072 0.0110 0.0038 53.1% 0.0185
ATR 0.0053 0.0057 0.0004 7.7% 0.0000
Volume 52 224 172 330.8% 707
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1770 1.1700 1.1471
R3 1.1661 1.1591 1.1441
R2 1.1551 1.1551 1.1431
R1 1.1481 1.1481 1.1421 1.1462
PP 1.1442 1.1442 1.1442 1.1432
S1 1.1372 1.1372 1.1401 1.1352
S2 1.1332 1.1332 1.1391
S3 1.1223 1.1262 1.1381
S4 1.1113 1.1153 1.1351
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.2032 1.1949 1.1598
R3 1.1847 1.1764 1.1547
R2 1.1662 1.1662 1.1530
R1 1.1579 1.1579 1.1513 1.1621
PP 1.1477 1.1477 1.1477 1.1498
S1 1.1394 1.1394 1.1479 1.1436
S2 1.1292 1.1292 1.1462
S3 1.1107 1.1209 1.1445
S4 1.0922 1.1024 1.1394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1400 0.0160 1.4% 0.0058 0.5% 7% False False 148
10 1.1560 1.1365 0.0195 1.7% 0.0047 0.4% 24% False False 104
20 1.1560 1.1358 0.0202 1.8% 0.0043 0.4% 26% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.1977
2.618 1.1799
1.618 1.1689
1.000 1.1622
0.618 1.1580
HIGH 1.1512
0.618 1.1470
0.500 1.1457
0.382 1.1444
LOW 1.1403
0.618 1.1335
1.000 1.1293
1.618 1.1225
2.618 1.1116
4.250 1.0937
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 1.1457 1.1481
PP 1.1442 1.1458
S1 1.1426 1.1434

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

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