CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 28-Dec-2021
Day Change Summary
Previous Current
27-Dec-2021 28-Dec-2021 Change Change % Previous Week
Open 1.1401 1.1386 -0.0015 -0.1% 1.1358
High 1.1409 1.1386 -0.0023 -0.2% 1.1419
Low 1.1392 1.1386 -0.0007 -0.1% 1.1358
Close 1.1409 1.1386 -0.0023 -0.2% 1.1419
Range 0.0017 0.0000 -0.0017 -100.0% 0.0061
ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000
Volume 19 0 -19 -100.0% 128
Daily Pivots for day following 28-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1386 1.1386 1.1386
R3 1.1386 1.1386 1.1386
R2 1.1386 1.1386 1.1386
R1 1.1386 1.1386 1.1386 1.1386
PP 1.1386 1.1386 1.1386 1.1386
S1 1.1386 1.1386 1.1386 1.1386
S2 1.1386 1.1386 1.1386
S3 1.1386 1.1386 1.1386
S4 1.1386 1.1386 1.1386
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 1.1364 0.0055 0.5% 0.0025 0.2% 39% False False 11
10 1.1440 1.1331 0.0110 1.0% 0.0036 0.3% 50% False False 21
20 1.1440 1.1331 0.0110 1.0% 0.0038 0.3% 50% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1386
2.618 1.1386
1.618 1.1386
1.000 1.1386
0.618 1.1386
HIGH 1.1386
0.618 1.1386
0.500 1.1386
0.382 1.1386
LOW 1.1386
0.618 1.1386
1.000 1.1386
1.618 1.1386
2.618 1.1386
4.250 1.1386
Fisher Pivots for day following 28-Dec-2021
Pivot 1 day 3 day
R1 1.1386 1.1398
PP 1.1386 1.1394
S1 1.1386 1.1390

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

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