CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 1.1395 1.1402 0.0007 0.1% 1.1401
High 1.1420 1.1457 0.0037 0.3% 1.1457
Low 1.1383 1.1385 0.0002 0.0% 1.1370
Close 1.1408 1.1465 0.0057 0.5% 1.1465
Range 0.0037 0.0072 0.0035 94.6% 0.0087
ATR 0.0049 0.0051 0.0002 3.4% 0.0000
Volume 41 25 -16 -39.0% 95
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1652 1.1630 1.1504
R3 1.1580 1.1558 1.1484
R2 1.1508 1.1508 1.1478
R1 1.1486 1.1486 1.1471 1.1497
PP 1.1436 1.1436 1.1436 1.1441
S1 1.1414 1.1414 1.1458 1.1425
S2 1.1364 1.1364 1.1451
S3 1.1292 1.1342 1.1445
S4 1.1220 1.1270 1.1425
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1692 1.1665 1.1512
R3 1.1605 1.1578 1.1488
R2 1.1518 1.1518 1.1480
R1 1.1491 1.1491 1.1472 1.1504
PP 1.1431 1.1431 1.1431 1.1437
S1 1.1404 1.1404 1.1457 1.1417
S2 1.1344 1.1344 1.1449
S3 1.1257 1.1317 1.1441
S4 1.1170 1.1230 1.1417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1457 1.1370 0.0087 0.8% 0.0040 0.3% 109% True False 19
10 1.1457 1.1331 0.0127 1.1% 0.0043 0.4% 106% True False 26
20 1.1457 1.1331 0.0127 1.1% 0.0040 0.3% 106% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1763
2.618 1.1645
1.618 1.1573
1.000 1.1529
0.618 1.1501
HIGH 1.1457
0.618 1.1429
0.500 1.1421
0.382 1.1413
LOW 1.1385
0.618 1.1341
1.000 1.1313
1.618 1.1269
2.618 1.1197
4.250 1.1079
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 1.1450 1.1448
PP 1.1436 1.1431
S1 1.1421 1.1414

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

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