CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 14-Jun-2022
Day Change Summary
Previous Current
13-Jun-2022 14-Jun-2022 Change Change % Previous Week
Open 1.0577 1.0478 -0.0099 -0.9% 1.0785
High 1.0583 1.0554 -0.0029 -0.3% 1.0837
Low 1.0469 1.0464 -0.0005 0.0% 1.0567
Close 1.0489 1.0481 -0.0008 -0.1% 1.0585
Range 0.0114 0.0090 -0.0025 -21.5% 0.0270
ATR 0.0099 0.0098 -0.0001 -0.7% 0.0000
Volume 236,882 219,770 -17,112 -7.2% 1,303,290
Daily Pivots for day following 14-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0768 1.0714 1.0530
R3 1.0679 1.0625 1.0506
R2 1.0589 1.0589 1.0497
R1 1.0535 1.0535 1.0489 1.0562
PP 1.0500 1.0500 1.0500 1.0513
S1 1.0446 1.0446 1.0473 1.0473
S2 1.0410 1.0410 1.0465
S3 1.0321 1.0356 1.0456
S4 1.0231 1.0267 1.0432
Weekly Pivots for week ending 10-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1471 1.1297 1.0733
R3 1.1202 1.1028 1.0659
R2 1.0932 1.0932 1.0634
R1 1.0758 1.0758 1.0609 1.0711
PP 1.0663 1.0663 1.0663 1.0639
S1 1.0489 1.0489 1.0560 1.0441
S2 1.0393 1.0393 1.0535
S3 1.0124 1.0219 1.0510
S4 0.9854 0.9950 1.0436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0837 1.0464 0.0373 3.6% 0.0117 1.1% 5% False True 315,559
10 1.0837 1.0464 0.0373 3.6% 0.0099 0.9% 5% False True 181,867
20 1.0853 1.0464 0.0389 3.7% 0.0098 0.9% 4% False True 92,864
40 1.1020 1.0426 0.0595 5.7% 0.0096 0.9% 9% False False 47,125
60 1.1275 1.0426 0.0850 8.1% 0.0088 0.8% 7% False False 31,664
80 1.1478 1.0426 0.1053 10.0% 0.0093 0.9% 5% False False 23,999
100 1.1567 1.0426 0.1142 10.9% 0.0084 0.8% 5% False False 19,226
120 1.1567 1.0426 0.1142 10.9% 0.0077 0.7% 5% False False 16,034
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0934
2.618 1.0788
1.618 1.0698
1.000 1.0643
0.618 1.0609
HIGH 1.0554
0.618 1.0519
0.500 1.0509
0.382 1.0498
LOW 1.0464
0.618 1.0409
1.000 1.0375
1.618 1.0319
2.618 1.0230
4.250 1.0084
Fisher Pivots for day following 14-Jun-2022
Pivot 1 day 3 day
R1 1.0509 1.0584
PP 1.0500 1.0550
S1 1.0490 1.0515

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

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