CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 1.1378 1.1386 0.0008 0.1% 1.1440
High 1.1396 1.1444 0.0048 0.4% 1.1444
Low 1.1367 1.1386 0.0019 0.2% 1.1365
Close 1.1367 1.1444 0.0077 0.7% 1.1444
Range 0.0029 0.0059 0.0030 101.7% 0.0079
ATR 0.0049 0.0051 0.0002 4.2% 0.0000
Volume 30 19 -11 -36.7% 125
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1600 1.1581 1.1476
R3 1.1542 1.1522 1.1460
R2 1.1483 1.1483 1.1455
R1 1.1464 1.1464 1.1449 1.1473
PP 1.1425 1.1425 1.1425 1.1429
S1 1.1405 1.1405 1.1439 1.1415
S2 1.1366 1.1366 1.1433
S3 1.1308 1.1347 1.1428
S4 1.1249 1.1288 1.1412
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1655 1.1628 1.1487
R3 1.1576 1.1549 1.1466
R2 1.1497 1.1497 1.1458
R1 1.1470 1.1470 1.1451 1.1484
PP 1.1418 1.1418 1.1418 1.1424
S1 1.1391 1.1391 1.1437 1.1405
S2 1.1339 1.1339 1.1430
S3 1.1260 1.1312 1.1422
S4 1.1181 1.1233 1.1401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1444 1.1365 0.0079 0.7% 0.0041 0.4% 100% True False 25
10 1.1457 1.1365 0.0092 0.8% 0.0040 0.4% 86% False False 22
20 1.1457 1.1331 0.0127 1.1% 0.0039 0.3% 90% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1693
2.618 1.1597
1.618 1.1539
1.000 1.1503
0.618 1.1480
HIGH 1.1444
0.618 1.1422
0.500 1.1415
0.382 1.1408
LOW 1.1386
0.618 1.1349
1.000 1.1327
1.618 1.1291
2.618 1.1232
4.250 1.1137
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 1.1434 1.1431
PP 1.1425 1.1418
S1 1.1415 1.1406

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

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