CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 07-Jul-2022
Day Change Summary
Previous Current
06-Jul-2022 07-Jul-2022 Change Change % Previous Week
Open 1.0321 1.0237 -0.0084 -0.8% 1.0615
High 1.0331 1.0273 -0.0058 -0.6% 1.0679
Low 1.0215 1.0195 -0.0020 -0.2% 1.0421
Close 1.0235 1.0209 -0.0027 -0.3% 1.0481
Range 0.0116 0.0078 -0.0038 -32.8% 0.0258
ATR 0.0115 0.0113 -0.0003 -2.3% 0.0000
Volume 225,402 185,535 -39,867 -17.7% 941,394
Daily Pivots for day following 07-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0460 1.0412 1.0251
R3 1.0382 1.0334 1.0230
R2 1.0304 1.0304 1.0223
R1 1.0256 1.0256 1.0216 1.0241
PP 1.0226 1.0226 1.0226 1.0218
S1 1.0178 1.0178 1.0201 1.0163
S2 1.0148 1.0148 1.0194
S3 1.0070 1.0100 1.0187
S4 0.9992 1.0022 1.0166
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.1301 1.1149 1.0623
R3 1.1043 1.0891 1.0552
R2 1.0785 1.0785 1.0528
R1 1.0633 1.0633 1.0505 1.0580
PP 1.0527 1.0527 1.0527 1.0500
S1 1.0375 1.0375 1.0457 1.0322
S2 1.0269 1.0269 1.0434
S3 1.0011 1.0117 1.0410
S4 0.9753 0.9859 1.0339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0195 0.0352 3.4% 0.0131 1.3% 4% False True 239,861
10 1.0679 1.0195 0.0484 4.7% 0.0108 1.1% 3% False True 203,291
20 1.0837 1.0195 0.0642 6.3% 0.0120 1.2% 2% False True 239,056
40 1.0853 1.0195 0.0658 6.4% 0.0105 1.0% 2% False True 126,781
60 1.1021 1.0195 0.0826 8.1% 0.0101 1.0% 2% False True 84,885
80 1.1275 1.0195 0.1080 10.6% 0.0095 0.9% 1% False True 63,830
100 1.1510 1.0195 0.1315 12.9% 0.0095 0.9% 1% False True 51,242
120 1.1567 1.0195 0.1372 13.4% 0.0087 0.9% 1% False True 42,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0605
2.618 1.0477
1.618 1.0399
1.000 1.0351
0.618 1.0321
HIGH 1.0273
0.618 1.0243
0.500 1.0234
0.382 1.0225
LOW 1.0195
0.618 1.0147
1.000 1.0117
1.618 1.0069
2.618 0.9991
4.250 0.9864
Fisher Pivots for day following 07-Jul-2022
Pivot 1 day 3 day
R1 1.0234 1.0358
PP 1.0226 1.0308
S1 1.0217 1.0258

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

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