CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 1.0348 1.0283 -0.0065 -0.6% 1.0206
High 1.0353 1.0292 -0.0061 -0.6% 1.0397
Low 1.0263 1.0178 -0.0085 -0.8% 1.0188
Close 1.0290 1.0179 -0.0111 -1.1% 1.0290
Range 0.0091 0.0114 0.0024 26.0% 0.0209
ATR 0.0107 0.0107 0.0001 0.5% 0.0000
Volume 172,456 171,051 -1,405 -0.8% 936,162
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0558 1.0483 1.0242
R3 1.0444 1.0369 1.0210
R2 1.0330 1.0330 1.0200
R1 1.0255 1.0255 1.0189 1.0236
PP 1.0216 1.0216 1.0216 1.0207
S1 1.0141 1.0141 1.0169 1.0122
S2 1.0102 1.0102 1.0158
S3 0.9988 1.0027 1.0148
S4 0.9874 0.9913 1.0116
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0918 1.0813 1.0405
R3 1.0709 1.0604 1.0347
R2 1.0500 1.0500 1.0328
R1 1.0395 1.0395 1.0309 1.0448
PP 1.0291 1.0291 1.0291 1.0318
S1 1.0186 1.0186 1.0271 1.0239
S2 1.0082 1.0082 1.0252
S3 0.9873 0.9977 1.0233
S4 0.9664 0.9768 1.0175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0397 1.0178 0.0219 2.1% 0.0104 1.0% 0% False True 193,797
10 1.0397 1.0155 0.0242 2.4% 0.0101 1.0% 10% False False 188,180
20 1.0397 1.0135 0.0262 2.6% 0.0109 1.1% 17% False False 211,854
40 1.0679 1.0000 0.0679 6.7% 0.0111 1.1% 26% False False 212,260
60 1.0853 1.0000 0.0853 8.4% 0.0109 1.1% 21% False False 181,812
80 1.1020 1.0000 0.1020 10.0% 0.0106 1.0% 18% False False 136,730
100 1.1275 1.0000 0.1275 12.5% 0.0100 1.0% 14% False False 109,529
120 1.1420 1.0000 0.1420 14.0% 0.0101 1.0% 13% False False 91,450
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0777
2.618 1.0590
1.618 1.0476
1.000 1.0406
0.618 1.0362
HIGH 1.0292
0.618 1.0248
0.500 1.0235
0.382 1.0222
LOW 1.0178
0.618 1.0108
1.000 1.0064
1.618 0.9994
2.618 0.9880
4.250 0.9694
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 1.0235 1.0284
PP 1.0216 1.0249
S1 1.0198 1.0214

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

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