CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 25-Apr-2022
Day Change Summary
Previous Current
22-Apr-2022 25-Apr-2022 Change Change % Previous Week
Open 1.0926 1.0893 -0.0034 -0.3% 1.0892
High 1.0939 1.0896 -0.0043 -0.4% 1.1020
Low 1.0861 1.0787 -0.0075 -0.7% 1.0850
Close 1.0875 1.0799 -0.0077 -0.7% 1.0875
Range 0.0078 0.0110 0.0032 41.3% 0.0170
ATR 0.0082 0.0084 0.0002 2.4% 0.0000
Volume 1,680 1,243 -437 -26.0% 4,643
Daily Pivots for day following 25-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1156 1.1087 1.0859
R3 1.1046 1.0977 1.0829
R2 1.0937 1.0937 1.0819
R1 1.0868 1.0868 1.0809 1.0847
PP 1.0827 1.0827 1.0827 1.0817
S1 1.0758 1.0758 1.0788 1.0738
S2 1.0718 1.0718 1.0778
S3 1.0608 1.0649 1.0768
S4 1.0499 1.0539 1.0738
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1425 1.1320 1.0969
R3 1.1255 1.1150 1.0922
R2 1.1085 1.1085 1.0906
R1 1.0980 1.0980 1.0891 1.0948
PP 1.0915 1.0915 1.0915 1.0899
S1 1.0810 1.0810 1.0859 1.0778
S2 1.0745 1.0745 1.0844
S3 1.0575 1.0640 1.0828
S4 1.0405 1.0470 1.0782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1020 1.0787 0.0234 2.2% 0.0083 0.8% 5% False True 1,103
10 1.1021 1.0787 0.0235 2.2% 0.0083 0.8% 5% False True 1,028
20 1.1275 1.0787 0.0489 4.5% 0.0079 0.7% 2% False True 807
40 1.1320 1.0787 0.0534 4.9% 0.0089 0.8% 2% False True 949
60 1.1567 1.0787 0.0781 7.2% 0.0080 0.7% 2% False True 708
80 1.1567 1.0787 0.0781 7.2% 0.0071 0.7% 2% False True 556
100 1.1567 1.0787 0.0781 7.2% 0.0064 0.6% 2% False True 448
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 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1183
1.618 1.1073
1.000 1.1006
0.618 1.0964
HIGH 1.0896
0.618 1.0854
0.500 1.0841
0.382 1.0828
LOW 1.0787
0.618 1.0719
1.000 1.0677
1.618 1.0609
2.618 1.0500
4.250 1.0321
Fisher Pivots for day following 25-Apr-2022
Pivot 1 day 3 day
R1 1.0841 1.0903
PP 1.0827 1.0868
S1 1.0813 1.0833

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

View Archives - Comment on this page... - Back to Index of Symbols