CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 25-Jan-2022

Day Change Summary
	Previous	Current
	24-Jan-2022	25-Jan-2022	Change	Change %	Previous Week
Open	1.1414	1.1369	-0.0045	-0.4%	1.1509
High	1.1414	1.1388	-0.0027	-0.2%	1.1512
Low	1.1382	1.1350	-0.0032	-0.3%	1.1393
Close	1.1402	1.1388	-0.0015	-0.1%	1.1423
Range	0.0033	0.0038	0.0005	15.4%	0.0120
ATR	0.0052	0.0052	0.0000	0.0%	0.0000
Volume	172	15	-157	-91.3%	695

Daily Pivots for day following 25-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1488	1.1475	1.1408
R3	1.1450	1.1438	1.1398
R2	1.1413	1.1413	1.1394
R1	1.1400	1.1400	1.1391	1.1406
PP	1.1375	1.1375	1.1375	1.1378
S1	1.1363	1.1363	1.1384	1.1369
S2	1.1338	1.1338	1.1381
S3	1.1300	1.1325	1.1377
S4	1.1263	1.1288	1.1367

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1801	1.1732	1.1489
R3	1.1682	1.1612	1.1456
R2	1.1562	1.1562	1.1445
R1	1.1493	1.1493	1.1434	1.1468
PP	1.1443	1.1443	1.1443	1.1430
S1	1.1373	1.1373	1.1412	1.1348
S2	1.1323	1.1323	1.1401
S3	1.1204	1.1254	1.1390
S4	1.1084	1.1134	1.1357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1438	1.1350	0.0088	0.8%	0.0028	0.2%	43%	False	True	131
10	1.1560	1.1350	0.0210	1.8%	0.0043	0.4%	18%	False	True	140
20	1.1560	1.1350	0.0210	1.8%	0.0043	0.4%	18%	False	True	89
40	1.1560	1.1331	0.0230	2.0%	0.0040	0.4%	25%	False	False	53

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1547
2.618	1.1486
1.618	1.1448
1.000	1.1425
0.618	1.1411
HIGH	1.1388
0.618	1.1373
0.500	1.1369
0.382	1.1364
LOW	1.1350
0.618	1.1327
1.000	1.1313
1.618	1.1289
2.618	1.1252
4.250	1.1191

Fisher Pivots for day following 25-Jan-2022
Pivot	1 day	3 day
R1	1.1381	1.1394
PP	1.1375	1.1392
S1	1.1369	1.1390

Download as Excel Spreadsheet

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

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