CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 13-Apr-2022
Day Change Summary
Previous Current
12-Apr-2022 13-Apr-2022 Change Change % Previous Week
Open 1.0913 1.0851 -0.0062 -0.6% 1.1069
High 1.0930 1.0919 -0.0012 -0.1% 1.1084
Low 1.0847 1.0833 -0.0014 -0.1% 1.0863
Close 1.0855 1.0910 0.0055 0.5% 1.0911
Range 0.0084 0.0086 0.0002 2.4% 0.0221
ATR 0.0087 0.0087 0.0000 -0.2% 0.0000
Volume 161,423 152,595 -8,828 -5.5% 813,562
Daily Pivots for day following 13-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1144 1.1112 1.0957
R3 1.1058 1.1027 1.0933
R2 1.0973 1.0973 1.0925
R1 1.0941 1.0941 1.0917 1.0957
PP 1.0887 1.0887 1.0887 1.0895
S1 1.0856 1.0856 1.0902 1.0871
S2 1.0802 1.0802 1.0894
S3 1.0716 1.0770 1.0886
S4 1.0631 1.0685 1.0862
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1614 1.1483 1.1032
R3 1.1393 1.1262 1.0971
R2 1.1173 1.1173 1.0951
R1 1.1042 1.1042 1.0931 1.0997
PP 1.0952 1.0952 1.0952 1.0930
S1 1.0821 1.0821 1.0890 1.0777
S2 1.0732 1.0732 1.0870
S3 1.0511 1.0601 1.0850
S4 1.0291 1.0380 1.0789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0966 1.0833 0.0133 1.2% 0.0072 0.7% 58% False True 158,540
10 1.1216 1.0833 0.0383 3.5% 0.0078 0.7% 20% False True 165,711
20 1.1216 1.0833 0.0383 3.5% 0.0084 0.8% 20% False True 168,033
40 1.1438 1.0833 0.0605 5.5% 0.0098 0.9% 13% False True 132,837
60 1.1538 1.0833 0.0705 6.5% 0.0089 0.8% 11% False True 88,989
80 1.1538 1.0833 0.0705 6.5% 0.0083 0.8% 11% False True 66,814
100 1.1538 1.0833 0.0705 6.5% 0.0079 0.7% 11% False True 53,527
120 1.1750 1.0833 0.0917 8.4% 0.0073 0.7% 8% False True 44,622
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 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1282
2.618 1.1142
1.618 1.1057
1.000 1.1004
0.618 1.0971
HIGH 1.0919
0.618 1.0886
0.500 1.0876
0.382 1.0866
LOW 1.0833
0.618 1.0780
1.000 1.0748
1.618 1.0695
2.618 1.0609
4.250 1.0470
Fisher Pivots for day following 13-Apr-2022
Pivot 1 day 3 day
R1 1.0898 1.0905
PP 1.0887 1.0901
S1 1.0876 1.0896

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

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