CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 1.0198 1.0201 0.0004 0.0% 1.0255
High 1.0243 1.0284 0.0042 0.4% 1.0298
Low 1.0155 1.0184 0.0029 0.3% 1.0135
Close 1.0186 1.0280 0.0094 0.9% 1.0255
Range 0.0088 0.0101 0.0013 14.2% 0.0164
ATR 0.0113 0.0112 -0.0001 -0.8% 0.0000
Volume 211,751 171,396 -40,355 -19.1% 1,144,835
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0551 1.0516 1.0335
R3 1.0450 1.0415 1.0308
R2 1.0350 1.0350 1.0298
R1 1.0315 1.0315 1.0289 1.0332
PP 1.0249 1.0249 1.0249 1.0258
S1 1.0214 1.0214 1.0271 1.0232
S2 1.0149 1.0149 1.0262
S3 1.0048 1.0114 1.0252
S4 0.9948 1.0013 1.0225
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 1.0155 0.0173 1.7% 0.0100 1.0% 73% False False 208,987
10 1.0328 1.0135 0.0193 1.9% 0.0109 1.1% 75% False False 215,472
20 1.0328 1.0000 0.0328 3.2% 0.0114 1.1% 85% False False 227,722
40 1.0837 1.0000 0.0837 8.1% 0.0117 1.1% 33% False False 233,389
60 1.0853 1.0000 0.0853 8.3% 0.0108 1.1% 33% False False 160,428
80 1.1021 1.0000 0.1021 9.9% 0.0104 1.0% 27% False False 120,594
100 1.1275 1.0000 0.1275 12.4% 0.0099 1.0% 22% False False 96,608
120 1.1510 1.0000 0.1510 14.7% 0.0098 1.0% 19% False False 80,655
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 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0711
2.618 1.0547
1.618 1.0447
1.000 1.0385
0.618 1.0346
HIGH 1.0284
0.618 1.0246
0.500 1.0234
0.382 1.0222
LOW 1.0184
0.618 1.0121
1.000 1.0083
1.618 1.0021
2.618 0.9920
4.250 0.9756
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 1.0265 1.0267
PP 1.0249 1.0254
S1 1.0234 1.0241

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

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