CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 1.1440 1.1366 -0.0074 -0.6% 1.1401
High 1.1440 1.1387 -0.0053 -0.5% 1.1457
Low 1.1372 1.1365 -0.0007 -0.1% 1.1370
Close 1.1377 1.1365 -0.0012 -0.1% 1.1465
Range 0.0069 0.0022 -0.0047 -67.9% 0.0087
ATR 0.0054 0.0051 -0.0002 -4.2% 0.0000
Volume 7 11 4 57.1% 95
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1438 1.1424 1.1377
R3 1.1416 1.1402 1.1371
R2 1.1394 1.1394 1.1369
R1 1.1380 1.1380 1.1367 1.1376
PP 1.1372 1.1372 1.1372 1.1371
S1 1.1358 1.1358 1.1363 1.1354
S2 1.1350 1.1350 1.1361
S3 1.1328 1.1336 1.1359
S4 1.1306 1.1314 1.1353
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 1.1365 0.0092 0.8% 0.0055 0.5% 0% False True 18
10 1.1457 1.1364 0.0093 0.8% 0.0040 0.4% 1% False False 15
20 1.1457 1.1331 0.0127 1.1% 0.0041 0.4% 27% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1445
1.618 1.1423
1.000 1.1409
0.618 1.1401
HIGH 1.1387
0.618 1.1379
0.500 1.1376
0.382 1.1373
LOW 1.1365
0.618 1.1351
1.000 1.1343
1.618 1.1329
2.618 1.1307
4.250 1.1272
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 1.1376 1.1411
PP 1.1372 1.1396
S1 1.1369 1.1380

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

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