CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 0.9981 0.9999 0.0018 0.2% 1.0092
High 1.0019 1.0037 0.0018 0.2% 1.0202
Low 0.9957 0.9945 -0.0012 -0.1% 0.9945
Close 0.9994 1.0003 0.0010 0.1% 1.0003
Range 0.0062 0.0092 0.0030 47.6% 0.0257
ATR 0.0113 0.0111 -0.0002 -1.4% 0.0000
Volume 340,455 77,782 -262,673 -77.2% 1,736,991
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0269 1.0228 1.0053
R3 1.0178 1.0136 1.0028
R2 1.0086 1.0086 1.0020
R1 1.0045 1.0045 1.0011 1.0066
PP 0.9995 0.9995 0.9995 1.0005
S1 0.9953 0.9953 0.9995 0.9974
S2 0.9903 0.9903 0.9986
S3 0.9812 0.9862 0.9978
S4 0.9720 0.9770 0.9953
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 1.0821 1.0669 1.0144
R3 1.0564 1.0412 1.0074
R2 1.0307 1.0307 1.0050
R1 1.0155 1.0155 1.0027 1.0103
PP 1.0050 1.0050 1.0050 1.0024
S1 0.9898 0.9898 0.9979 0.9846
S2 0.9793 0.9793 0.9956
S3 0.9536 0.9641 0.9932
S4 0.9279 0.9384 0.9862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0202 0.9945 0.0257 2.6% 0.0117 1.2% 23% False True 347,398
10 1.0202 0.9871 0.0331 3.3% 0.0117 1.2% 40% False False 341,624
20 1.0202 0.9871 0.0331 3.3% 0.0112 1.1% 40% False False 296,379
40 1.0397 0.9871 0.0526 5.3% 0.0107 1.1% 25% False False 249,147
60 1.0679 0.9871 0.0808 8.1% 0.0109 1.1% 16% False False 239,975
80 1.0853 0.9871 0.0982 9.8% 0.0108 1.1% 13% False False 217,660
100 1.0853 0.9871 0.0982 9.8% 0.0107 1.1% 13% False False 174,484
120 1.1275 0.9871 0.1404 14.0% 0.0102 1.0% 9% False False 145,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0425
2.618 1.0276
1.618 1.0185
1.000 1.0128
0.618 1.0093
HIGH 1.0037
0.618 1.0002
0.500 0.9991
0.382 0.9980
LOW 0.9945
0.618 0.9888
1.000 0.9854
1.618 0.9797
2.618 0.9705
4.250 0.9556
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 0.9999 0.9999
PP 0.9995 0.9995
S1 0.9991 0.9991

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

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