CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 19-Jan-2022
Day Change Summary
Previous Current
18-Jan-2022 19-Jan-2022 Change Change % Previous Week
Open 1.1509 1.1427 -0.0082 -0.7% 1.1420
High 1.1512 1.1436 -0.0077 -0.7% 1.1560
Low 1.1403 1.1427 0.0025 0.2% 1.1375
Close 1.1411 1.1436 0.0025 0.2% 1.1496
Range 0.0110 0.0009 -0.0101 -92.2% 0.0185
ATR 0.0057 0.0054 -0.0002 -4.1% 0.0000
Volume 224 106 -118 -52.7% 707
Daily Pivots for day following 19-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1458 1.1455 1.1440
R3 1.1450 1.1447 1.1438
R2 1.1441 1.1441 1.1437
R1 1.1438 1.1438 1.1436 1.1440
PP 1.1433 1.1433 1.1433 1.1433
S1 1.1430 1.1430 1.1435 1.1431
S2 1.1424 1.1424 1.1434
S3 1.1416 1.1421 1.1433
S4 1.1407 1.1413 1.1431
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 1.1403 0.0158 1.4% 0.0050 0.4% 21% False False 167
10 1.1560 1.1367 0.0193 1.7% 0.0045 0.4% 35% False False 114
20 1.1560 1.1364 0.0196 1.7% 0.0043 0.4% 36% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1472
2.618 1.1458
1.618 1.1449
1.000 1.1444
0.618 1.1441
HIGH 1.1436
0.618 1.1432
0.500 1.1431
0.382 1.1430
LOW 1.1427
0.618 1.1422
1.000 1.1419
1.618 1.1413
2.618 1.1405
4.250 1.1391
Fisher Pivots for day following 19-Jan-2022
Pivot 1 day 3 day
R1 1.1434 1.1481
PP 1.1433 1.1466
S1 1.1431 1.1451

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

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