CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 1.1485 1.1540 0.0055 0.5% 1.1440
High 1.1531 1.1548 0.0017 0.1% 1.1444
Low 1.1485 1.1536 0.0051 0.4% 1.1365
Close 1.1531 1.1542 0.0011 0.1% 1.1444
Range 0.0046 0.0012 -0.0034 -73.9% 0.0079
ATR 0.0054 0.0051 -0.0003 -4.9% 0.0000
Volume 112 341 229 204.5% 125
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1578 1.1572 1.1549
R3 1.1566 1.1560 1.1545
R2 1.1554 1.1554 1.1544
R1 1.1548 1.1548 1.1543 1.1551
PP 1.1542 1.1542 1.1542 1.1544
S1 1.1536 1.1536 1.1541 1.1539
S2 1.1530 1.1530 1.1540
S3 1.1518 1.1524 1.1539
S4 1.1506 1.1512 1.1535
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 1.1548 1.1375 0.0173 1.5% 0.0042 0.4% 97% True False 134
10 1.1548 1.1365 0.0183 1.6% 0.0043 0.4% 97% True False 80
20 1.1548 1.1331 0.0218 1.9% 0.0041 0.4% 97% True False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1599
2.618 1.1579
1.618 1.1567
1.000 1.1560
0.618 1.1555
HIGH 1.1548
0.618 1.1543
0.500 1.1542
0.382 1.1541
LOW 1.1536
0.618 1.1529
1.000 1.1524
1.618 1.1517
2.618 1.1505
4.250 1.1485
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 1.1542 1.1519
PP 1.1542 1.1497
S1 1.1542 1.1474

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

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