CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 31-Jan-2022
Day Change Summary
Previous Current
28-Jan-2022 31-Jan-2022 Change Change % Previous Week
Open 1.1222 1.1280 0.0058 0.5% 1.1414
High 1.1258 1.1331 0.0073 0.6% 1.1414
Low 1.1210 1.1280 0.0070 0.6% 1.1210
Close 1.1231 1.1331 0.0100 0.9% 1.1231
Range 0.0048 0.0051 0.0003 6.3% 0.0205
ATR 0.0057 0.0060 0.0003 5.4% 0.0000
Volume 138 7 -131 -94.9% 568
Daily Pivots for day following 31-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1467 1.1450 1.1359
R3 1.1416 1.1399 1.1345
R2 1.1365 1.1365 1.1340
R1 1.1348 1.1348 1.1335 1.1356
PP 1.1314 1.1314 1.1314 1.1318
S1 1.1297 1.1297 1.1326 1.1305
S2 1.1263 1.1263 1.1321
S3 1.1212 1.1246 1.1316
S4 1.1161 1.1195 1.1302
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1898 1.1769 1.1343
R3 1.1694 1.1565 1.1287
R2 1.1489 1.1489 1.1268
R1 1.1360 1.1360 1.1250 1.1323
PP 1.1285 1.1285 1.1285 1.1266
S1 1.1156 1.1156 1.1212 1.1118
S2 1.1080 1.1080 1.1194
S3 1.0876 1.0951 1.1175
S4 1.0671 1.0747 1.1119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1388 1.1210 0.0178 1.6% 0.0045 0.4% 68% False False 80
10 1.1512 1.1210 0.0303 2.7% 0.0044 0.4% 40% False False 127
20 1.1560 1.1210 0.0351 3.1% 0.0043 0.4% 35% False False 105
40 1.1560 1.1210 0.0351 3.1% 0.0042 0.4% 35% False False 60
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 0.0005
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1547
2.618 1.1464
1.618 1.1413
1.000 1.1382
0.618 1.1362
HIGH 1.1331
0.618 1.1311
0.500 1.1305
0.382 1.1299
LOW 1.1280
0.618 1.1248
1.000 1.1229
1.618 1.1197
2.618 1.1146
4.250 1.1063
Fisher Pivots for day following 31-Jan-2022
Pivot 1 day 3 day
R1 1.1322 1.1310
PP 1.1314 1.1290
S1 1.1305 1.1270

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

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