CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 0.9970 0.9981 0.0012 0.1% 0.9938
High 1.0027 1.0019 -0.0008 -0.1% 1.0118
Low 0.9958 0.9957 -0.0001 0.0% 0.9871
Close 0.9983 0.9994 0.0011 0.1% 1.0048
Range 0.0069 0.0062 -0.0007 -9.5% 0.0247
ATR 0.0117 0.0113 -0.0004 -3.3% 0.0000
Volume 555,034 340,455 -214,579 -38.7% 1,395,220
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0176 1.0147 1.0028
R3 1.0114 1.0085 1.0011
R2 1.0052 1.0052 1.0005
R1 1.0023 1.0023 0.9999 1.0037
PP 0.9990 0.9990 0.9990 0.9997
S1 0.9961 0.9961 0.9988 0.9975
S2 0.9928 0.9928 0.9982
S3 0.9866 0.9899 0.9976
S4 0.9804 0.9837 0.9959
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0752 1.0646 1.0184
R3 1.0505 1.0400 1.0116
R2 1.0259 1.0259 1.0093
R1 1.0153 1.0153 1.0071 1.0206
PP 1.0012 1.0012 1.0012 1.0039
S1 0.9907 0.9907 1.0025 0.9960
S2 0.9766 0.9766 1.0003
S3 0.9519 0.9660 0.9980
S4 0.9273 0.9414 0.9912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0202 0.9957 0.0245 2.5% 0.0122 1.2% 15% False True 385,820
10 1.0202 0.9871 0.0331 3.3% 0.0122 1.2% 37% False False 362,189
20 1.0213 0.9871 0.0342 3.4% 0.0113 1.1% 36% False False 303,844
40 1.0397 0.9871 0.0526 5.3% 0.0108 1.1% 23% False False 254,729
60 1.0679 0.9871 0.0808 8.1% 0.0110 1.1% 15% False False 241,575
80 1.0853 0.9871 0.0982 9.8% 0.0109 1.1% 12% False False 216,743
100 1.0896 0.9871 0.1025 10.3% 0.0107 1.1% 12% False False 173,719
120 1.1275 0.9871 0.1404 14.0% 0.0102 1.0% 9% False False 144,892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0283
2.618 1.0181
1.618 1.0119
1.000 1.0081
0.618 1.0057
HIGH 1.0019
0.618 0.9995
0.500 0.9988
0.382 0.9981
LOW 0.9957
0.618 0.9919
1.000 0.9895
1.618 0.9857
2.618 0.9795
4.250 0.9694
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 0.9992 1.0074
PP 0.9990 1.0047
S1 0.9988 1.0020

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

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