CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 03-Aug-2022
Day Change Summary
Previous Current
02-Aug-2022 03-Aug-2022 Change Change % Previous Week
Open 1.0291 1.0198 -0.0093 -0.9% 1.0255
High 1.0328 1.0243 -0.0085 -0.8% 1.0298
Low 1.0196 1.0155 -0.0042 -0.4% 1.0135
Close 1.0206 1.0186 -0.0020 -0.2% 1.0255
Range 0.0132 0.0088 -0.0044 -33.1% 0.0164
ATR 0.0115 0.0113 -0.0002 -1.7% 0.0000
Volume 201,639 211,751 10,112 5.0% 1,144,835
Daily Pivots for day following 03-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0458 1.0410 1.0234
R3 1.0370 1.0322 1.0210
R2 1.0282 1.0282 1.0202
R1 1.0234 1.0234 1.0194 1.0214
PP 1.0194 1.0194 1.0194 1.0184
S1 1.0146 1.0146 1.0178 1.0126
S2 1.0106 1.0106 1.0170
S3 1.0018 1.0058 1.0162
S4 0.9930 0.9970 1.0138
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0720 1.0651 1.0344
R3 1.0556 1.0487 1.0299
R2 1.0393 1.0393 1.0284
R1 1.0324 1.0324 1.0269 1.0276
PP 1.0229 1.0229 1.0229 1.0205
S1 1.0160 1.0160 1.0240 1.0113
S2 1.0066 1.0066 1.0225
S3 0.9902 0.9997 1.0210
S4 0.9739 0.9833 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0328 1.0149 0.0179 1.8% 0.0104 1.0% 21% False False 228,165
10 1.0328 1.0135 0.0193 1.9% 0.0112 1.1% 27% False False 228,436
20 1.0328 1.0000 0.0328 3.2% 0.0113 1.1% 57% False False 228,428
40 1.0837 1.0000 0.0837 8.2% 0.0116 1.1% 22% False False 232,574
60 1.0853 1.0000 0.0853 8.4% 0.0108 1.1% 22% False False 157,593
80 1.1021 1.0000 0.1021 10.0% 0.0104 1.0% 18% False False 118,459
100 1.1275 1.0000 0.1275 12.5% 0.0099 1.0% 15% False False 94,905
120 1.1547 1.0000 0.1547 15.2% 0.0098 1.0% 12% False False 79,229
Crabel Price Patterns
NR True
NR4 False
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0617
2.618 1.0473
1.618 1.0385
1.000 1.0331
0.618 1.0297
HIGH 1.0243
0.618 1.0209
0.500 1.0199
0.382 1.0188
LOW 1.0155
0.618 1.0100
1.000 1.0067
1.618 1.0012
2.618 0.9924
4.250 0.9781
Fisher Pivots for day following 03-Aug-2022
Pivot 1 day 3 day
R1 1.0199 1.0241
PP 1.0194 1.0223
S1 1.0190 1.0204

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

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