CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 1.0587 1.0615 0.0028 0.3% 1.0555
High 1.0635 1.0679 0.0044 0.4% 1.0673
Low 1.0576 1.0613 0.0037 0.3% 1.0535
Close 1.0612 1.0647 0.0035 0.3% 1.0612
Range 0.0059 0.0066 0.0007 12.0% 0.0139
ATR 0.0109 0.0106 -0.0003 -2.8% 0.0000
Volume 143,258 138,963 -4,295 -3.0% 745,034
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.0843 1.0810 1.0683
R3 1.0777 1.0745 1.0665
R2 1.0712 1.0712 1.0659
R1 1.0679 1.0679 1.0653 1.0695
PP 1.0646 1.0646 1.0646 1.0654
S1 1.0614 1.0614 1.0640 1.0630
S2 1.0581 1.0581 1.0634
S3 1.0515 1.0548 1.0628
S4 1.0450 1.0483 1.0610
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 1.1022 1.0956 1.0688
R3 1.0884 1.0817 1.0650
R2 1.0745 1.0745 1.0637
R1 1.0679 1.0679 1.0625 1.0712
PP 1.0607 1.0607 1.0607 1.0623
S1 1.0540 1.0540 1.0599 1.0573
S2 1.0468 1.0468 1.0587
S3 1.0330 1.0402 1.0574
S4 1.0191 1.0263 1.0536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0679 1.0535 0.0144 1.4% 0.0094 0.9% 78% True False 176,799
10 1.0679 1.0428 0.0251 2.4% 0.0116 1.1% 87% True False 210,052
20 1.0853 1.0428 0.0425 4.0% 0.0106 1.0% 51% False False 173,950
40 1.0853 1.0426 0.0428 4.0% 0.0101 1.0% 52% False False 87,968
60 1.1275 1.0426 0.0850 8.0% 0.0095 0.9% 26% False False 58,949
80 1.1275 1.0426 0.0850 8.0% 0.0095 0.9% 26% False False 44,480
100 1.1567 1.0426 0.1142 10.7% 0.0090 0.8% 19% False False 35,657
120 1.1567 1.0426 0.1142 10.7% 0.0082 0.8% 19% False False 29,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0957
2.618 1.0850
1.618 1.0784
1.000 1.0744
0.618 1.0719
HIGH 1.0679
0.618 1.0653
0.500 1.0646
0.382 1.0638
LOW 1.0613
0.618 1.0573
1.000 1.0548
1.618 1.0507
2.618 1.0442
4.250 1.0335
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 1.0646 1.0635
PP 1.0646 1.0624
S1 1.0646 1.0612

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

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