CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 1.0501 1.0536 0.0036 0.3% 1.0615
High 1.0547 1.0542 -0.0005 0.0% 1.0679
Low 1.0440 1.0421 -0.0019 -0.2% 1.0421
Close 1.0538 1.0481 -0.0057 -0.5% 1.0481
Range 0.0107 0.0122 0.0015 13.6% 0.0258
ATR 0.0105 0.0106 0.0001 1.1% 0.0000
Volume 236,862 204,861 -32,001 -13.5% 940,846
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0846 1.0785 1.0548
R3 1.0724 1.0663 1.0514
R2 1.0603 1.0603 1.0503
R1 1.0542 1.0542 1.0492 1.0512
PP 1.0481 1.0481 1.0481 1.0466
S1 1.0420 1.0420 1.0470 1.0390
S2 1.0360 1.0360 1.0459
S3 1.0238 1.0299 1.0448
S4 1.0117 1.0177 1.0414
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.1301 1.1149 1.0623
R3 1.1043 1.0891 1.0552
R2 1.0785 1.0785 1.0528
R1 1.0633 1.0633 1.0505 1.0580
PP 1.0527 1.0527 1.0527 1.0500
S1 1.0375 1.0375 1.0457 1.0322
S2 1.0269 1.0269 1.0434
S3 1.0011 1.0117 1.0410
S4 0.9753 0.9859 1.0339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0679 1.0421 0.0258 2.5% 0.0100 1.0% 23% False True 188,169
10 1.0679 1.0421 0.0258 2.5% 0.0102 1.0% 23% False True 188,139
20 1.0837 1.0421 0.0416 4.0% 0.0108 1.0% 15% False True 210,907
40 1.0853 1.0421 0.0433 4.1% 0.0103 1.0% 14% False True 107,923
60 1.1031 1.0421 0.0610 5.8% 0.0097 0.9% 10% False True 72,277
80 1.1275 1.0421 0.0855 8.2% 0.0095 0.9% 7% False True 54,419
100 1.1547 1.0421 0.1126 10.7% 0.0092 0.9% 5% False True 43,670
120 1.1567 1.0421 0.1147 10.9% 0.0085 0.8% 5% False True 36,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1058
2.618 1.0860
1.618 1.0739
1.000 1.0664
0.618 1.0617
HIGH 1.0542
0.618 1.0496
0.500 1.0481
0.382 1.0467
LOW 1.0421
0.618 1.0345
1.000 1.0299
1.618 1.0224
2.618 1.0102
4.250 0.9904
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 1.0481 1.0508
PP 1.0481 1.0499
S1 1.0481 1.0490

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

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