CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 14-Jan-2022
Day Change Summary
Previous Current
13-Jan-2022 14-Jan-2022 Change Change % Previous Week
Open 1.1540 1.1560 0.0021 0.2% 1.1420
High 1.1548 1.1560 0.0012 0.1% 1.1560
Low 1.1536 1.1489 -0.0048 -0.4% 1.1375
Close 1.1542 1.1496 -0.0046 -0.4% 1.1496
Range 0.0012 0.0072 0.0060 495.8% 0.0185
ATR 0.0051 0.0053 0.0001 2.8% 0.0000
Volume 341 52 -289 -84.8% 707
Daily Pivots for day following 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1729 1.1684 1.1535
R3 1.1658 1.1613 1.1516
R2 1.1586 1.1586 1.1509
R1 1.1541 1.1541 1.1503 1.1528
PP 1.1515 1.1515 1.1515 1.1508
S1 1.1470 1.1470 1.1489 1.1457
S2 1.1443 1.1443 1.1483
S3 1.1372 1.1398 1.1476
S4 1.1300 1.1327 1.1457
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.2032 1.1949 1.1598
R3 1.1847 1.1764 1.1547
R2 1.1662 1.1662 1.1530
R1 1.1579 1.1579 1.1513 1.1621
PP 1.1477 1.1477 1.1477 1.1498
S1 1.1394 1.1394 1.1479 1.1436
S2 1.1292 1.1292 1.1462
S3 1.1107 1.1209 1.1445
S4 1.0922 1.1024 1.1394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1375 0.0185 1.6% 0.0045 0.4% 65% True False 141
10 1.1560 1.1365 0.0195 1.7% 0.0043 0.4% 67% True False 83
20 1.1560 1.1331 0.0230 2.0% 0.0043 0.4% 72% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1864
2.618 1.1747
1.618 1.1676
1.000 1.1632
0.618 1.1604
HIGH 1.1560
0.618 1.1533
0.500 1.1524
0.382 1.1516
LOW 1.1489
0.618 1.1444
1.000 1.1417
1.618 1.1373
2.618 1.1301
4.250 1.1185
Fisher Pivots for day following 14-Jan-2022
Pivot 1 day 3 day
R1 1.1524 1.1523
PP 1.1515 1.1514
S1 1.1505 1.1505

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

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