CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 1.0882 1.0928 0.0046 0.4% 1.0993
High 1.0952 1.1020 0.0068 0.6% 1.1021
Low 1.0878 1.0913 0.0035 0.3% 1.0844
Close 1.0930 1.0926 -0.0004 0.0% 1.0917
Range 0.0074 0.0107 0.0033 44.6% 0.0178
ATR 0.0081 0.0083 0.0002 2.3% 0.0000
Volume 978 1,204 226 23.1% 4,398
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1274 1.1207 1.0985
R3 1.1167 1.1100 1.0955
R2 1.1060 1.1060 1.0946
R1 1.0993 1.0993 1.0936 1.0973
PP 1.0953 1.0953 1.0953 1.0943
S1 1.0886 1.0886 1.0916 1.0866
S2 1.0846 1.0846 1.0906
S3 1.0739 1.0779 1.0897
S4 1.0632 1.0672 1.0867
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1460 1.1366 1.1015
R3 1.1282 1.1188 1.0966
R2 1.1105 1.1105 1.0950
R1 1.1011 1.1011 1.0933 1.0969
PP 1.0927 1.0927 1.0927 1.0906
S1 1.0833 1.0833 1.0901 1.0792
S2 1.0750 1.0750 1.0884
S3 1.0572 1.0656 1.0868
S4 1.0395 1.0478 1.0819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1020 1.0844 0.0177 1.6% 0.0088 0.8% 47% True False 844
10 1.1027 1.0844 0.0183 1.7% 0.0077 0.7% 45% False False 823
20 1.1275 1.0844 0.0432 3.9% 0.0074 0.7% 19% False False 758
40 1.1390 1.0844 0.0547 5.0% 0.0092 0.8% 15% False False 913
60 1.1567 1.0844 0.0724 6.6% 0.0078 0.7% 11% False False 664
80 1.1567 1.0844 0.0724 6.6% 0.0069 0.6% 11% False False 520
100 1.1567 1.0844 0.0724 6.6% 0.0063 0.6% 11% False False 419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1475
2.618 1.1300
1.618 1.1193
1.000 1.1127
0.618 1.1086
HIGH 1.1020
0.618 1.0979
0.500 1.0967
0.382 1.0954
LOW 1.0913
0.618 1.0847
1.000 1.0806
1.618 1.0740
2.618 1.0633
4.250 1.0458
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 1.0967 1.0935
PP 1.0953 1.0932
S1 1.0940 1.0929

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

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