CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 14-Jan-2022
Day Change Summary
Previous Current
13-Jan-2022 14-Jan-2022 Change Change % Previous Week
Open 1.1587 1.1581 -0.0006 -0.1% 1.1452
High 1.1587 1.1581 -0.0006 -0.1% 1.1587
Low 1.1578 1.1538 -0.0041 -0.3% 1.1447
Close 1.1584 1.1538 -0.0046 -0.4% 1.1538
Range 0.0009 0.0043 0.0035 405.9% 0.0140
ATR 0.0045 0.0045 0.0000 0.2% 0.0000
Volume 122 195 73 59.8% 854
Daily Pivots for day following 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1681 1.1652 1.1561
R3 1.1638 1.1609 1.1549
R2 1.1595 1.1595 1.1545
R1 1.1566 1.1566 1.1541 1.1559
PP 1.1552 1.1552 1.1552 1.1548
S1 1.1523 1.1523 1.1534 1.1516
S2 1.1509 1.1509 1.1530
S3 1.1466 1.1480 1.1526
S4 1.1423 1.1437 1.1514
Weekly Pivots for week ending 14-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1942 1.1879 1.1614
R3 1.1803 1.1740 1.1576
R2 1.1663 1.1663 1.1563
R1 1.1600 1.1600 1.1550 1.1632
PP 1.1524 1.1524 1.1524 1.1539
S1 1.1461 1.1461 1.1525 1.1492
S2 1.1384 1.1384 1.1512
S3 1.1245 1.1321 1.1499
S4 1.1105 1.1182 1.1461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1587 1.1447 0.0140 1.2% 0.0036 0.3% 65% False False 170
10 1.1587 1.1395 0.0192 1.7% 0.0023 0.2% 74% False False 86
20 1.1587 1.1360 0.0227 2.0% 0.0026 0.2% 78% False False 43
40 1.1587 1.1312 0.0275 2.4% 0.0026 0.2% 82% False False 42
60 1.1809 1.1312 0.0497 4.3% 0.0025 0.2% 45% False False 49
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1763
2.618 1.1693
1.618 1.1650
1.000 1.1624
0.618 1.1607
HIGH 1.1581
0.618 1.1564
0.500 1.1559
0.382 1.1554
LOW 1.1538
0.618 1.1511
1.000 1.1495
1.618 1.1468
2.618 1.1425
4.250 1.1355
Fisher Pivots for day following 14-Jan-2022
Pivot 1 day 3 day
R1 1.1559 1.1536
PP 1.1552 1.1535
S1 1.1545 1.1534

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

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