CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 24-Aug-2022
Day Change Summary
Previous Current
23-Aug-2022 24-Aug-2022 Change Change % Previous Week
Open 0.9959 0.9984 0.0025 0.3% 1.0283
High 1.0036 1.0017 -0.0019 -0.2% 1.0292
Low 0.9916 0.9926 0.0010 0.1% 1.0051
Close 0.9978 0.9979 0.0001 0.0% 1.0051
Range 0.0120 0.0091 -0.0029 -24.3% 0.0242
ATR 0.0103 0.0102 -0.0001 -0.8% 0.0000
Volume 271,379 241,878 -29,501 -10.9% 939,547
Daily Pivots for day following 24-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0245 1.0203 1.0029
R3 1.0155 1.0112 1.0004
R2 1.0064 1.0064 0.9996
R1 1.0022 1.0022 0.9987 0.9998
PP 0.9974 0.9974 0.9974 0.9962
S1 0.9931 0.9931 0.9971 0.9907
S2 0.9883 0.9883 0.9962
S3 0.9793 0.9841 0.9954
S4 0.9702 0.9750 0.9929
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 1.0856 1.0695 1.0184
R3 1.0614 1.0453 1.0117
R2 1.0373 1.0373 1.0095
R1 1.0212 1.0212 1.0073 1.0172
PP 1.0131 1.0131 1.0131 1.0111
S1 0.9970 0.9970 1.0029 0.9930
S2 0.9890 0.9890 1.0007
S3 0.9648 0.9729 0.9985
S4 0.9407 0.9487 0.9918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0213 0.9916 0.0297 3.0% 0.0102 1.0% 21% False False 228,949
10 1.0390 0.9916 0.0474 4.7% 0.0093 0.9% 13% False False 206,438
20 1.0397 0.9916 0.0481 4.8% 0.0098 1.0% 13% False False 205,674
40 1.0596 0.9916 0.0680 6.8% 0.0109 1.1% 9% False False 218,563
60 1.0853 0.9916 0.0937 9.4% 0.0109 1.1% 7% False False 206,520
80 1.0853 0.9916 0.0937 9.4% 0.0105 1.1% 7% False False 155,409
100 1.1166 0.9916 0.1250 12.5% 0.0101 1.0% 5% False False 124,514
120 1.1275 0.9916 0.1359 13.6% 0.0100 1.0% 5% False False 103,943
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0401
2.618 1.0253
1.618 1.0163
1.000 1.0107
0.618 1.0072
HIGH 1.0017
0.618 0.9982
0.500 0.9971
0.382 0.9961
LOW 0.9926
0.618 0.9870
1.000 0.9836
1.618 0.9780
2.618 0.9689
4.250 0.9541
Fisher Pivots for day following 24-Aug-2022
Pivot 1 day 3 day
R1 0.9976 0.9991
PP 0.9974 0.9987
S1 0.9971 0.9983

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

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