CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 11-Apr-2022
Day Change Summary
Previous Current
08-Apr-2022 11-Apr-2022 Change Change % Previous Week
Open 1.1022 1.1044 0.0023 0.2% 1.1186
High 1.1053 1.1064 0.0011 0.1% 1.1193
Low 1.1000 1.1037 0.0038 0.3% 1.1000
Close 1.1046 1.1051 0.0005 0.0% 1.1046
Range 0.0054 0.0027 -0.0027 -50.5% 0.0194
ATR 0.0070 0.0067 -0.0003 -4.4% 0.0000
Volume 491 470 -21 -4.3% 843
Daily Pivots for day following 11-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1130 1.1117 1.1065
R3 1.1103 1.1090 1.1058
R2 1.1077 1.1077 1.1055
R1 1.1064 1.1064 1.1053 1.1070
PP 1.1050 1.1050 1.1050 1.1054
S1 1.1037 1.1037 1.1048 1.1044
S2 1.1024 1.1024 1.1046
S3 1.0997 1.1011 1.1043
S4 1.0971 1.0984 1.1036
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1660 1.1546 1.1152
R3 1.1466 1.1353 1.1099
R2 1.1273 1.1273 1.1081
R1 1.1159 1.1159 1.1063 1.1119
PP 1.1079 1.1079 1.1079 1.1059
S1 1.0966 1.0966 1.1028 1.0926
S2 1.0886 1.0886 1.1010
S3 1.0692 1.0772 1.0992
S4 1.0499 1.0579 1.0939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1116 1.1000 0.0117 1.1% 0.0036 0.3% 44% False False 243
10 1.1330 1.1000 0.0330 3.0% 0.0056 0.5% 15% False False 226
20 1.1330 1.1000 0.0330 3.0% 0.0057 0.5% 15% False False 191
40 1.1540 1.0954 0.0586 5.3% 0.0069 0.6% 16% False False 318
60 1.1611 1.0954 0.0657 5.9% 0.0058 0.5% 15% False False 238
80 1.1611 1.0954 0.0657 5.9% 0.0050 0.5% 15% False False 187
100 1.1611 1.0954 0.0657 5.9% 0.0045 0.4% 15% False False 158
120 1.1809 1.0954 0.0855 7.7% 0.0042 0.4% 11% False False 142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1176
2.618 1.1133
1.618 1.1106
1.000 1.1090
0.618 1.1080
HIGH 1.1064
0.618 1.1053
0.500 1.1050
0.382 1.1047
LOW 1.1037
0.618 1.1021
1.000 1.1011
1.618 1.0994
2.618 1.0968
4.250 1.0924
Fisher Pivots for day following 11-Apr-2022
Pivot 1 day 3 day
R1 1.1050 1.1044
PP 1.1050 1.1038
S1 1.1050 1.1032

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

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