CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 1.1390 1.1401 0.0011 0.1% 1.1358
High 1.1419 1.1409 -0.0011 -0.1% 1.1419
Low 1.1378 1.1392 0.0015 0.1% 1.1358
Close 1.1419 1.1409 -0.0011 -0.1% 1.1419
Range 0.0042 0.0017 -0.0025 -60.2% 0.0061
ATR 0.0051 0.0049 -0.0002 -3.4% 0.0000
Volume 18 19 1 5.6% 128
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1453 1.1447 1.1418
R3 1.1436 1.1431 1.1413
R2 1.1420 1.1420 1.1412
R1 1.1414 1.1414 1.1410 1.1417
PP 1.1403 1.1403 1.1403 1.1404
S1 1.1398 1.1398 1.1407 1.1400
S2 1.1387 1.1387 1.1405
S3 1.1370 1.1381 1.1404
S4 1.1354 1.1365 1.1399
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1582 1.1561 1.1453
R3 1.1521 1.1500 1.1436
R2 1.1460 1.1460 1.1430
R1 1.1439 1.1439 1.1425 1.1450
PP 1.1399 1.1399 1.1399 1.1404
S1 1.1378 1.1378 1.1413 1.1389
S2 1.1338 1.1338 1.1408
S3 1.1277 1.1317 1.1402
S4 1.1216 1.1256 1.1385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1419 1.1358 0.0061 0.5% 0.0030 0.3% 83% False False 29
10 1.1440 1.1331 0.0110 1.0% 0.0036 0.3% 71% False False 21
20 1.1440 1.1331 0.0110 1.0% 0.0038 0.3% 71% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1479
2.618 1.1452
1.618 1.1435
1.000 1.1425
0.618 1.1419
HIGH 1.1409
0.618 1.1402
0.500 1.1400
0.382 1.1398
LOW 1.1392
0.618 1.1382
1.000 1.1376
1.618 1.1365
2.618 1.1349
4.250 1.1322
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 1.1406 1.1403
PP 1.1403 1.1398
S1 1.1400 1.1393

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

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