CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 26-Jul-2022
Day Change Summary
Previous Current
25-Jul-2022 26-Jul-2022 Change Change % Previous Week
Open 1.0313 1.0339 0.0027 0.3% 1.0206
High 1.0365 1.0358 -0.0007 -0.1% 1.0387
Low 1.0296 1.0223 -0.0073 -0.7% 1.0200
Close 1.0333 1.0232 -0.0101 -1.0% 1.0306
Range 0.0069 0.0135 0.0066 96.4% 0.0187
ATR 0.0109 0.0111 0.0002 1.7% 0.0000
Volume 474 1,294 820 173.0% 7,702
Daily Pivots for day following 26-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0674 1.0588 1.0306
R3 1.0540 1.0453 1.0269
R2 1.0405 1.0405 1.0257
R1 1.0319 1.0319 1.0244 1.0295
PP 1.0271 1.0271 1.0271 1.0259
S1 1.0184 1.0184 1.0220 1.0160
S2 1.0136 1.0136 1.0207
S3 1.0002 1.0050 1.0195
S4 0.9867 0.9915 1.0158
Weekly Pivots for week ending 22-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0857 1.0768 1.0408
R3 1.0670 1.0581 1.0357
R2 1.0484 1.0484 1.0340
R1 1.0395 1.0395 1.0323 1.0439
PP 1.0297 1.0297 1.0297 1.0320
S1 1.0208 1.0208 1.0288 1.0253
S2 1.0111 1.0111 1.0271
S3 0.9924 1.0022 1.0254
S4 0.9738 0.9835 1.0203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0387 1.0223 0.0164 1.6% 0.0111 1.1% 6% False True 1,417
10 1.0387 1.0076 0.0311 3.0% 0.0113 1.1% 50% False False 1,722
20 1.0744 1.0076 0.0668 6.5% 0.0115 1.1% 23% False False 1,368
40 1.0911 1.0076 0.0835 8.2% 0.0106 1.0% 19% False False 1,099
60 1.0911 1.0076 0.0835 8.2% 0.0098 1.0% 19% False False 782
80 1.1296 1.0076 0.1220 11.9% 0.0086 0.8% 13% False False 645
100 1.1330 1.0076 0.1254 12.3% 0.0085 0.8% 12% False False 593
120 1.1611 1.0076 0.1535 15.0% 0.0080 0.8% 10% False False 525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0929
2.618 1.0710
1.618 1.0575
1.000 1.0492
0.618 1.0441
HIGH 1.0358
0.618 1.0306
0.500 1.0290
0.382 1.0274
LOW 1.0223
0.618 1.0140
1.000 1.0089
1.618 1.0005
2.618 0.9871
4.250 0.9651
Fisher Pivots for day following 26-Jul-2022
Pivot 1 day 3 day
R1 1.0290 1.0294
PP 1.0271 1.0273
S1 1.0251 1.0253

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

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