CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 26-Jan-2022
Day Change Summary
Previous Current
25-Jan-2022 26-Jan-2022 Change Change % Previous Week
Open 1.1369 1.1366 -0.0004 0.0% 1.1509
High 1.1388 1.1366 -0.0022 -0.2% 1.1512
Low 1.1350 1.1324 -0.0026 -0.2% 1.1393
Close 1.1388 1.1336 -0.0052 -0.5% 1.1423
Range 0.0038 0.0042 0.0004 10.7% 0.0120
ATR 0.0052 0.0053 0.0001 1.6% 0.0000
Volume 15 85 70 466.7% 695
Daily Pivots for day following 26-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1466 1.1443 1.1359
R3 1.1425 1.1401 1.1347
R2 1.1383 1.1383 1.1344
R1 1.1360 1.1360 1.1340 1.1351
PP 1.1342 1.1342 1.1342 1.1337
S1 1.1318 1.1318 1.1332 1.1309
S2 1.1300 1.1300 1.1328
S3 1.1259 1.1277 1.1325
S4 1.1217 1.1235 1.1313
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 1.1324 0.0114 1.0% 0.0035 0.3% 11% False True 127
10 1.1560 1.1324 0.0236 2.1% 0.0042 0.4% 5% False True 147
20 1.1560 1.1324 0.0236 2.1% 0.0045 0.4% 5% False True 93
40 1.1560 1.1324 0.0236 2.1% 0.0041 0.4% 5% False True 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1542
2.618 1.1474
1.618 1.1433
1.000 1.1407
0.618 1.1391
HIGH 1.1366
0.618 1.1350
0.500 1.1345
0.382 1.1340
LOW 1.1324
0.618 1.1298
1.000 1.1283
1.618 1.1257
2.618 1.1215
4.250 1.1148
Fisher Pivots for day following 26-Jan-2022
Pivot 1 day 3 day
R1 1.1345 1.1369
PP 1.1342 1.1358
S1 1.1339 1.1347

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

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