CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 1.1402 1.1440 0.0039 0.3% 1.1401
High 1.1457 1.1440 -0.0017 -0.1% 1.1457
Low 1.1385 1.1372 -0.0014 -0.1% 1.1370
Close 1.1465 1.1377 -0.0088 -0.8% 1.1465
Range 0.0072 0.0069 -0.0004 -4.9% 0.0087
ATR 0.0051 0.0054 0.0003 6.0% 0.0000
Volume 25 7 -18 -72.0% 95
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1602 1.1558 1.1414
R3 1.1533 1.1489 1.1395
R2 1.1465 1.1465 1.1389
R1 1.1421 1.1421 1.1383 1.1408
PP 1.1396 1.1396 1.1396 1.1390
S1 1.1352 1.1352 1.1370 1.1340
S2 1.1328 1.1328 1.1364
S3 1.1259 1.1284 1.1358
S4 1.1191 1.1215 1.1339
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% 0.0050 0.4% 7% False False 16
10 1.1457 1.1358 0.0099 0.9% 0.0040 0.4% 19% False False 23
20 1.1457 1.1331 0.0127 1.1% 0.0041 0.4% 36% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1731
2.618 1.1619
1.618 1.1551
1.000 1.1509
0.618 1.1482
HIGH 1.1440
0.618 1.1414
0.500 1.1406
0.382 1.1398
LOW 1.1372
0.618 1.1329
1.000 1.1303
1.618 1.1261
2.618 1.1192
4.250 1.1080
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 1.1406 1.1414
PP 1.1396 1.1402
S1 1.1386 1.1389

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

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