CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 20-Jan-2022
Day Change Summary
Previous Current
19-Jan-2022 20-Jan-2022 Change Change % Previous Week
Open 1.1427 1.1429 0.0002 0.0% 1.1420
High 1.1436 1.1431 -0.0005 0.0% 1.1560
Low 1.1427 1.1393 -0.0035 -0.3% 1.1375
Close 1.1436 1.1396 -0.0040 -0.3% 1.1496
Range 0.0009 0.0039 0.0030 352.9% 0.0185
ATR 0.0054 0.0054 -0.0001 -1.5% 0.0000
Volume 106 189 83 78.3% 707
Daily Pivots for day following 20-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1522 1.1498 1.1417
R3 1.1484 1.1459 1.1407
R2 1.1445 1.1445 1.1403
R1 1.1421 1.1421 1.1400 1.1414
PP 1.1407 1.1407 1.1407 1.1403
S1 1.1382 1.1382 1.1392 1.1375
S2 1.1368 1.1368 1.1389
S3 1.1330 1.1344 1.1385
S4 1.1291 1.1305 1.1375
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 1.1393 0.0168 1.5% 0.0048 0.4% 2% False True 182
10 1.1560 1.1367 0.0193 1.7% 0.0047 0.4% 15% False False 127
20 1.1560 1.1365 0.0195 1.7% 0.0044 0.4% 16% False False 74
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1595
2.618 1.1532
1.618 1.1493
1.000 1.1470
0.618 1.1455
HIGH 1.1431
0.618 1.1416
0.500 1.1412
0.382 1.1407
LOW 1.1393
0.618 1.1369
1.000 1.1354
1.618 1.1330
2.618 1.1292
4.250 1.1229
Fisher Pivots for day following 20-Jan-2022
Pivot 1 day 3 day
R1 1.1412 1.1452
PP 1.1407 1.1434
S1 1.1401 1.1415

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

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