CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 1.1429 1.1425 -0.0004 0.0% 1.1509
High 1.1431 1.1438 0.0007 0.1% 1.1512
Low 1.1393 1.1414 0.0022 0.2% 1.1393
Close 1.1396 1.1423 0.0027 0.2% 1.1423
Range 0.0039 0.0024 -0.0015 -37.7% 0.0120
ATR 0.0054 0.0053 -0.0001 -1.5% 0.0000
Volume 189 176 -13 -6.9% 695
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1497 1.1484 1.1436
R3 1.1473 1.1460 1.1430
R2 1.1449 1.1449 1.1427
R1 1.1436 1.1436 1.1425 1.1431
PP 1.1425 1.1425 1.1425 1.1422
S1 1.1412 1.1412 1.1421 1.1407
S2 1.1401 1.1401 1.1419
S3 1.1377 1.1388 1.1416
S4 1.1353 1.1364 1.1410
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1801 1.1732 1.1489
R3 1.1682 1.1612 1.1456
R2 1.1562 1.1562 1.1445
R1 1.1493 1.1493 1.1434 1.1468
PP 1.1443 1.1443 1.1443 1.1430
S1 1.1373 1.1373 1.1412 1.1348
S2 1.1323 1.1323 1.1401
S3 1.1204 1.1254 1.1390
S4 1.1084 1.1134 1.1357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1393 0.0168 1.5% 0.0050 0.4% 18% False False 149
10 1.1560 1.1375 0.0185 1.6% 0.0046 0.4% 26% False False 142
20 1.1560 1.1365 0.0195 1.7% 0.0042 0.4% 30% False False 82
40 1.1560 1.1291 0.0269 2.4% 0.0040 0.3% 49% False False 48
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 1.1540
2.618 1.1501
1.618 1.1477
1.000 1.1462
0.618 1.1453
HIGH 1.1438
0.618 1.1429
0.500 1.1426
0.382 1.1423
LOW 1.1414
0.618 1.1399
1.000 1.1390
1.618 1.1375
2.618 1.1351
4.250 1.1312
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 1.1426 1.1420
PP 1.1425 1.1418
S1 1.1424 1.1415

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

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