CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 21-Jun-2022
Day Change Summary
Previous Current
17-Jun-2022 21-Jun-2022 Change Change % Previous Week
Open 1.0617 1.0555 -0.0062 -0.6% 1.0577
High 1.0627 1.0649 0.0022 0.2% 1.0668
Low 1.0511 1.0541 0.0030 0.3% 1.0428
Close 1.0558 1.0598 0.0040 0.4% 1.0558
Range 0.0116 0.0108 -0.0008 -6.9% 0.0240
ATR 0.0112 0.0111 0.0000 -0.2% 0.0000
Volume 195,513 236,780 41,267 21.1% 1,216,529
Daily Pivots for day following 21-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0920 1.0867 1.0657
R3 1.0812 1.0759 1.0627
R2 1.0704 1.0704 1.0617
R1 1.0651 1.0651 1.0607 1.0677
PP 1.0596 1.0596 1.0596 1.0609
S1 1.0543 1.0543 1.0588 1.0569
S2 1.0488 1.0488 1.0578
S3 1.0380 1.0435 1.0568
S4 1.0272 1.0327 1.0538
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% 0.0137 1.3% 71% False False 243,285
10 1.0837 1.0428 0.0409 3.9% 0.0124 1.2% 41% False False 271,324
20 1.0853 1.0428 0.0425 4.0% 0.0107 1.0% 40% False False 142,246
40 1.0896 1.0426 0.0471 4.4% 0.0103 1.0% 37% False False 71,934
60 1.1275 1.0426 0.0850 8.0% 0.0094 0.9% 20% False False 48,209
80 1.1364 1.0426 0.0939 8.9% 0.0096 0.9% 18% False False 36,431
100 1.1567 1.0426 0.1142 10.8% 0.0088 0.8% 15% False False 29,188
120 1.1567 1.0426 0.1142 10.8% 0.0081 0.8% 15% False False 24,339
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1108
2.618 1.0931
1.618 1.0823
1.000 1.0757
0.618 1.0715
HIGH 1.0649
0.618 1.0607
0.500 1.0595
0.382 1.0582
LOW 1.0541
0.618 1.0474
1.000 1.0433
1.618 1.0366
2.618 1.0258
4.250 1.0082
Fisher Pivots for day following 21-Jun-2022
Pivot 1 day 3 day
R1 1.0597 1.0584
PP 1.0596 1.0571
S1 1.0595 1.0557

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

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