CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 1.1425 1.1414 -0.0011 -0.1% 1.1509
High 1.1438 1.1414 -0.0024 -0.2% 1.1512
Low 1.1414 1.1382 -0.0033 -0.3% 1.1393
Close 1.1423 1.1402 -0.0021 -0.2% 1.1423
Range 0.0024 0.0033 0.0009 35.4% 0.0120
ATR 0.0053 0.0052 -0.0001 -1.5% 0.0000
Volume 176 172 -4 -2.3% 695
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1497 1.1482 1.1420
R3 1.1464 1.1449 1.1411
R2 1.1432 1.1432 1.1408
R1 1.1417 1.1417 1.1405 1.1408
PP 1.1399 1.1399 1.1399 1.1395
S1 1.1384 1.1384 1.1399 1.1376
S2 1.1367 1.1367 1.1396
S3 1.1334 1.1352 1.1393
S4 1.1302 1.1319 1.1384
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 1.1512 1.1382 0.0131 1.1% 0.0043 0.4% 16% False True 173
10 1.1560 1.1375 0.0185 1.6% 0.0044 0.4% 15% False False 157
20 1.1560 1.1365 0.0195 1.7% 0.0042 0.4% 19% False False 89
40 1.1560 1.1331 0.0230 2.0% 0.0040 0.4% 31% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1499
1.618 1.1467
1.000 1.1447
0.618 1.1434
HIGH 1.1414
0.618 1.1402
0.500 1.1398
0.382 1.1394
LOW 1.1382
0.618 1.1361
1.000 1.1349
1.618 1.1329
2.618 1.1296
4.250 1.1243
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 1.1401 1.1410
PP 1.1399 1.1407
S1 1.1398 1.1405

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

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