CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 1.1386 1.1420 0.0035 0.3% 1.1440
High 1.1444 1.1420 -0.0024 -0.2% 1.1444
Low 1.1386 1.1375 -0.0011 -0.1% 1.1365
Close 1.1444 1.1405 -0.0039 -0.3% 1.1444
Range 0.0059 0.0045 -0.0014 -23.1% 0.0079
ATR 0.0051 0.0052 0.0001 2.6% 0.0000
Volume 19 187 168 884.2% 125
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1535 1.1515 1.1430
R3 1.1490 1.1470 1.1417
R2 1.1445 1.1445 1.1413
R1 1.1425 1.1425 1.1409 1.1413
PP 1.1400 1.1400 1.1400 1.1394
S1 1.1380 1.1380 1.1401 1.1368
S2 1.1355 1.1355 1.1397
S3 1.1310 1.1335 1.1393
S4 1.1265 1.1290 1.1380
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% 0.0036 0.3% 51% False False 61
10 1.1457 1.1365 0.0092 0.8% 0.0043 0.4% 43% False False 38
20 1.1457 1.1331 0.0127 1.1% 0.0039 0.3% 59% False False 30
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1611
2.618 1.1538
1.618 1.1493
1.000 1.1465
0.618 1.1448
HIGH 1.1420
0.618 1.1403
0.500 1.1398
0.382 1.1392
LOW 1.1375
0.618 1.1347
1.000 1.1330
1.618 1.1302
2.618 1.1257
4.250 1.1184
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 1.1403 1.1406
PP 1.1400 1.1405
S1 1.1398 1.1405

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

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