CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 1.1468 1.1447 -0.0021 -0.2% 1.1500
High 1.1468 1.1447 -0.0021 -0.2% 1.1500
Low 1.1468 1.1447 -0.0021 -0.2% 1.1441
Close 1.1468 1.1447 -0.0021 -0.2% 1.1468
Range
ATR 0.0044 0.0043 -0.0002 -3.8% 0.0000
Volume 0 50 50 186
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1447 1.1447 1.1447
R3 1.1447 1.1447 1.1447
R2 1.1447 1.1447 1.1447
R1 1.1447 1.1447 1.1447 1.1447
PP 1.1447 1.1447 1.1447 1.1447
S1 1.1447 1.1447 1.1447 1.1447
S2 1.1447 1.1447 1.1447
S3 1.1447 1.1447 1.1447
S4 1.1447 1.1447 1.1447
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1646 1.1616 1.1500
R3 1.1587 1.1557 1.1484
R2 1.1528 1.1528 1.1478
R1 1.1498 1.1498 1.1473 1.1484
PP 1.1469 1.1469 1.1469 1.1462
S1 1.1439 1.1439 1.1462 1.1425
S2 1.1410 1.1410 1.1457
S3 1.1351 1.1380 1.1451
S4 1.1292 1.1321 1.1435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.1441 0.0059 0.5% 0.0021 0.2% 10% False False 47
10 1.1587 1.1441 0.0146 1.3% 0.0028 0.2% 4% False False 109
20 1.1587 1.1395 0.0192 1.7% 0.0022 0.2% 27% False False 55
40 1.1587 1.1360 0.0227 2.0% 0.0025 0.2% 38% False False 40
60 1.1809 1.1312 0.0497 4.3% 0.0026 0.2% 27% False False 49
80 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 27% False False 44
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.1447
2.618 1.1447
1.618 1.1447
1.000 1.1447
0.618 1.1447
HIGH 1.1447
0.618 1.1447
0.500 1.1447
0.382 1.1447
LOW 1.1447
0.618 1.1447
1.000 1.1447
1.618 1.1447
2.618 1.1447
4.250 1.1447
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 1.1447 1.1462
PP 1.1447 1.1457
S1 1.1447 1.1452

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

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