CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 17-Jun-2022
Day Change Summary
Previous Current
16-Jun-2022 17-Jun-2022 Change Change % Previous Week
Open 1.0512 1.0617 0.0106 1.0% 1.0577
High 1.0668 1.0627 -0.0041 -0.4% 1.0668
Low 1.0447 1.0511 0.0065 0.6% 1.0428
Close 1.0643 1.0558 -0.0085 -0.8% 1.0558
Range 0.0222 0.0116 -0.0106 -47.6% 0.0240
ATR 0.0110 0.0112 0.0002 1.4% 0.0000
Volume 267,046 195,513 -71,533 -26.8% 1,216,529
Daily Pivots for day following 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0913 1.0851 1.0621
R3 1.0797 1.0735 1.0589
R2 1.0681 1.0681 1.0579
R1 1.0619 1.0619 1.0568 1.0592
PP 1.0565 1.0565 1.0565 1.0552
S1 1.0503 1.0503 1.0547 1.0476
S2 1.0449 1.0449 1.0536
S3 1.0333 1.0387 1.0526
S4 1.0217 1.0271 1.0494
Weekly Pivots for week ending 17-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1271 1.1154 1.0690
R3 1.1031 1.0914 1.0624
R2 1.0791 1.0791 1.0602
R1 1.0674 1.0674 1.0580 1.0613
PP 1.0551 1.0551 1.0551 1.0520
S1 1.0434 1.0434 1.0536 1.0373
S2 1.0311 1.0311 1.0514
S3 1.0071 1.0194 1.0492
S4 0.9831 0.9954 1.0426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0668 1.0428 0.0240 2.3% 0.0138 1.3% 54% False False 243,305
10 1.0837 1.0428 0.0409 3.9% 0.0120 1.1% 32% False False 251,981
20 1.0853 1.0428 0.0425 4.0% 0.0105 1.0% 30% False False 130,524
40 1.0939 1.0426 0.0513 4.9% 0.0102 1.0% 26% False False 66,057
60 1.1275 1.0426 0.0850 8.0% 0.0093 0.9% 16% False False 44,291
80 1.1390 1.0426 0.0965 9.1% 0.0097 0.9% 14% False False 33,485
100 1.1567 1.0426 0.1142 10.8% 0.0088 0.8% 12% False False 26,821
120 1.1567 1.0426 0.1142 10.8% 0.0080 0.8% 12% False False 22,366
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1120
2.618 1.0931
1.618 1.0815
1.000 1.0743
0.618 1.0699
HIGH 1.0627
0.618 1.0583
0.500 1.0569
0.382 1.0555
LOW 1.0511
0.618 1.0439
1.000 1.0395
1.618 1.0323
2.618 1.0207
4.250 1.0018
Fisher Pivots for day following 17-Jun-2022
Pivot 1 day 3 day
R1 1.0569 1.0554
PP 1.0565 1.0551
S1 1.0561 1.0548

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

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