CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 22-Jul-2022
Day Change Summary
Previous Current
21-Jul-2022 22-Jul-2022 Change Change % Previous Week
Open 1.0224 1.0268 0.0044 0.4% 1.0134
High 1.0320 1.0296 -0.0024 -0.2% 1.0320
Low 1.0194 1.0170 -0.0025 -0.2% 1.0126
Close 1.0234 1.0236 0.0002 0.0% 1.0236
Range 0.0126 0.0127 0.0001 0.4% 0.0195
ATR 0.0117 0.0117 0.0001 0.6% 0.0000
Volume 301,041 232,002 -69,039 -22.9% 1,209,260
Daily Pivots for day following 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0613 1.0551 1.0305
R3 1.0487 1.0424 1.0270
R2 1.0360 1.0360 1.0259
R1 1.0298 1.0298 1.0247 1.0266
PP 1.0234 1.0234 1.0234 1.0218
S1 1.0171 1.0171 1.0224 1.0139
S2 1.0107 1.0107 1.0212
S3 0.9981 1.0045 1.0201
S4 0.9854 0.9918 1.0166
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0811 1.0718 1.0342
R3 1.0616 1.0523 1.0289
R2 1.0422 1.0422 1.0271
R1 1.0329 1.0329 1.0253 1.0375
PP 1.0227 1.0227 1.0227 1.0250
S1 1.0134 1.0134 1.0218 1.0181
S2 1.0033 1.0033 1.0200
S3 0.9838 0.9940 1.0182
S4 0.9644 0.9745 1.0129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0320 1.0126 0.0195 1.9% 0.0129 1.3% 57% False False 241,852
10 1.0320 1.0000 0.0320 3.1% 0.0120 1.2% 74% False False 240,495
20 1.0679 1.0000 0.0679 6.6% 0.0115 1.1% 35% False False 223,670
40 1.0853 1.0000 0.0853 8.3% 0.0111 1.1% 28% False False 191,917
60 1.0853 1.0000 0.0853 8.3% 0.0107 1.1% 28% False False 128,546
80 1.1275 1.0000 0.1275 12.5% 0.0101 1.0% 18% False False 96,627
100 1.1320 1.0000 0.1320 12.9% 0.0100 1.0% 18% False False 77,520
120 1.1567 1.0000 0.1567 15.3% 0.0094 0.9% 15% False False 64,641
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0834
2.618 1.0627
1.618 1.0501
1.000 1.0423
0.618 1.0374
HIGH 1.0296
0.618 1.0248
0.500 1.0233
0.382 1.0218
LOW 1.0170
0.618 1.0091
1.000 1.0043
1.618 0.9965
2.618 0.9838
4.250 0.9632
Fisher Pivots for day following 22-Jul-2022
Pivot 1 day 3 day
R1 1.0235 1.0245
PP 1.0234 1.0242
S1 1.0233 1.0239

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

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