CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 1.1370 1.1395 0.0025 0.2% 1.1358
High 1.1444 1.1420 -0.0024 -0.2% 1.1419
Low 1.1370 1.1383 0.0013 0.1% 1.1358
Close 1.1427 1.1408 -0.0019 -0.2% 1.1419
Range 0.0074 0.0037 -0.0037 -50.0% 0.0061
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 10 41 31 310.0% 128
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1515 1.1498 1.1428
R3 1.1478 1.1461 1.1418
R2 1.1441 1.1441 1.1415
R1 1.1424 1.1424 1.1411 1.1433
PP 1.1404 1.1404 1.1404 1.1408
S1 1.1387 1.1387 1.1405 1.1396
S2 1.1367 1.1367 1.1401
S3 1.1330 1.1350 1.1398
S4 1.1293 1.1313 1.1388
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 1.1444 1.1370 0.0074 0.6% 0.0034 0.3% 51% False False 17
10 1.1444 1.1331 0.0114 1.0% 0.0040 0.3% 68% False False 25
20 1.1444 1.1331 0.0114 1.0% 0.0039 0.3% 68% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1577
2.618 1.1517
1.618 1.1480
1.000 1.1457
0.618 1.1443
HIGH 1.1420
0.618 1.1406
0.500 1.1402
0.382 1.1397
LOW 1.1383
0.618 1.1360
1.000 1.1346
1.618 1.1323
2.618 1.1286
4.250 1.1226
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 1.1406 1.1408
PP 1.1404 1.1407
S1 1.1402 1.1407

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

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