CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 09-May-2022
Day Change Summary
Previous Current
06-May-2022 09-May-2022 Change Change % Previous Week
Open 1.0625 1.0619 -0.0007 -0.1% 1.0637
High 1.0678 1.0663 -0.0015 -0.1% 1.0720
Low 1.0564 1.0573 0.0009 0.1% 1.0564
Close 1.0626 1.0644 0.0019 0.2% 1.0626
Range 0.0114 0.0090 -0.0024 -21.1% 0.0156
ATR 0.0096 0.0095 0.0000 -0.4% 0.0000
Volume 1,140 1,283 143 12.5% 4,512
Daily Pivots for day following 09-May-2022
Classic Woodie Camarilla DeMark
R4 1.0897 1.0860 1.0694
R3 1.0807 1.0770 1.0669
R2 1.0717 1.0717 1.0661
R1 1.0680 1.0680 1.0652 1.0699
PP 1.0627 1.0627 1.0627 1.0636
S1 1.0590 1.0590 1.0636 1.0609
S2 1.0537 1.0537 1.0628
S3 1.0447 1.0500 1.0619
S4 1.0357 1.0410 1.0595
Weekly Pivots for week ending 06-May-2022
Classic Woodie Camarilla DeMark
R4 1.1105 1.1021 1.0711
R3 1.0949 1.0865 1.0668
R2 1.0793 1.0793 1.0654
R1 1.0709 1.0709 1.0640 1.0673
PP 1.0637 1.0637 1.0637 1.0618
S1 1.0553 1.0553 1.0611 1.0517
S2 1.0481 1.0481 1.0597
S3 1.0325 1.0397 1.0583
S4 1.0169 1.0241 1.0540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0720 1.0564 0.0156 1.5% 0.0109 1.0% 51% False False 1,044
10 1.0822 1.0558 0.0264 2.5% 0.0103 1.0% 33% False False 1,158
20 1.1021 1.0558 0.0463 4.3% 0.0093 0.9% 19% False False 1,093
40 1.1275 1.0558 0.0717 6.7% 0.0085 0.8% 12% False False 878
60 1.1510 1.0558 0.0952 8.9% 0.0088 0.8% 9% False False 882
80 1.1567 1.0558 0.1009 9.5% 0.0078 0.7% 9% False False 695
100 1.1567 1.0558 0.1009 9.5% 0.0071 0.7% 9% False False 563
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1046
2.618 1.0899
1.618 1.0809
1.000 1.0753
0.618 1.0719
HIGH 1.0663
0.618 1.0629
0.500 1.0618
0.382 1.0607
LOW 1.0573
0.618 1.0517
1.000 1.0483
1.618 1.0427
2.618 1.0337
4.250 1.0191
Fisher Pivots for day following 09-May-2022
Pivot 1 day 3 day
R1 1.0635 1.0643
PP 1.0627 1.0643
S1 1.0618 1.0642

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

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