CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 0.9792 0.9879 0.0087 0.9% 0.9733
High 0.9871 0.9909 0.0038 0.4% 0.9909
Low 0.9690 0.9788 0.0098 1.0% 0.9592
Close 0.9847 0.9862 0.0015 0.2% 0.9862
Range 0.0181 0.0121 -0.0061 -33.4% 0.0317
ATR 0.0128 0.0127 -0.0001 -0.4% 0.0000
Volume 295,624 339,313 43,689 14.8% 1,554,123
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0214 1.0158 0.9928
R3 1.0094 1.0038 0.9895
R2 0.9973 0.9973 0.9884
R1 0.9917 0.9917 0.9873 0.9885
PP 0.9853 0.9853 0.9853 0.9837
S1 0.9797 0.9797 0.9850 0.9765
S2 0.9732 0.9732 0.9839
S3 0.9612 0.9676 0.9828
S4 0.9491 0.9556 0.9795
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0737 1.0616 1.0036
R3 1.0420 1.0299 0.9949
R2 1.0104 1.0104 0.9920
R1 0.9983 0.9983 0.9891 1.0043
PP 0.9787 0.9787 0.9787 0.9818
S1 0.9666 0.9666 0.9832 0.9727
S2 0.9471 0.9471 0.9803
S3 0.9154 0.9350 0.9774
S4 0.8838 0.9033 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9909 0.9592 0.0317 3.2% 0.0156 1.6% 85% True False 310,824
10 1.0117 0.9592 0.0525 5.3% 0.0139 1.4% 51% False False 287,107
20 1.0265 0.9592 0.0673 6.8% 0.0127 1.3% 40% False False 216,555
40 1.0465 0.9592 0.0873 8.9% 0.0112 1.1% 31% False False 110,340
60 1.0465 0.9592 0.0873 8.9% 0.0111 1.1% 31% False False 74,047
80 1.0890 0.9592 0.1298 13.2% 0.0111 1.1% 21% False False 55,795
100 1.0911 0.9592 0.1319 13.4% 0.0105 1.1% 20% False False 44,683
120 1.1076 0.9592 0.1484 15.0% 0.0098 1.0% 18% False False 37,269
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0224
1.618 1.0103
1.000 1.0029
0.618 0.9983
HIGH 0.9909
0.618 0.9862
0.500 0.9848
0.382 0.9834
LOW 0.9788
0.618 0.9714
1.000 0.9668
1.618 0.9593
2.618 0.9473
4.250 0.9276
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 0.9857 0.9824
PP 0.9853 0.9787
S1 0.9848 0.9750

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

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