CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 1.1366 1.1265 -0.0101 -0.9% 1.1509
High 1.1366 1.1265 -0.0101 -0.9% 1.1512
Low 1.1324 1.1220 -0.0104 -0.9% 1.1393
Close 1.1336 1.1227 -0.0110 -1.0% 1.1423
Range 0.0042 0.0045 0.0004 8.4% 0.0120
ATR 0.0053 0.0057 0.0005 8.6% 0.0000
Volume 85 158 73 85.9% 695
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1372 1.1344 1.1251
R3 1.1327 1.1299 1.1239
R2 1.1282 1.1282 1.1235
R1 1.1254 1.1254 1.1231 1.1246
PP 1.1237 1.1237 1.1237 1.1233
S1 1.1209 1.1209 1.1222 1.1201
S2 1.1192 1.1192 1.1218
S3 1.1147 1.1164 1.1214
S4 1.1102 1.1119 1.1202
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 1.1438 1.1220 0.0218 1.9% 0.0036 0.3% 3% False True 121
10 1.1560 1.1220 0.0340 3.0% 0.0042 0.4% 2% False True 151
20 1.1560 1.1220 0.0340 3.0% 0.0044 0.4% 2% False True 101
40 1.1560 1.1220 0.0340 3.0% 0.0041 0.4% 2% False True 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1456
2.618 1.1383
1.618 1.1338
1.000 1.1310
0.618 1.1293
HIGH 1.1265
0.618 1.1248
0.500 1.1243
0.382 1.1237
LOW 1.1220
0.618 1.1192
1.000 1.1175
1.618 1.1147
2.618 1.1102
4.250 1.1029
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 1.1243 1.1304
PP 1.1237 1.1278
S1 1.1232 1.1252

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

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