CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 18-Jan-2022
Day Change Summary
Previous Current
14-Jan-2022 18-Jan-2022 Change Change % Previous Week
Open 1.1581 1.1500 -0.0081 -0.7% 1.1452
High 1.1581 1.1500 -0.0081 -0.7% 1.1587
Low 1.1538 1.1455 -0.0083 -0.7% 1.1447
Close 1.1538 1.1455 -0.0083 -0.7% 1.1538
Range 0.0043 0.0045 0.0002 4.7% 0.0140
ATR 0.0045 0.0048 0.0003 6.0% 0.0000
Volume 195 64 -131 -67.2% 854
Daily Pivots for day following 18-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1605 1.1575 1.1479
R3 1.1560 1.1530 1.1467
R2 1.1515 1.1515 1.1463
R1 1.1485 1.1485 1.1459 1.1477
PP 1.1470 1.1470 1.1470 1.1466
S1 1.1440 1.1440 1.1450 1.1432
S2 1.1425 1.1425 1.1446
S3 1.1380 1.1395 1.1442
S4 1.1335 1.1350 1.1430
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 1.1455 0.0132 1.2% 0.0044 0.4% 0% False True 154
10 1.1587 1.1395 0.0192 1.7% 0.0026 0.2% 31% False False 92
20 1.1587 1.1360 0.0227 2.0% 0.0024 0.2% 42% False False 46
40 1.1587 1.1312 0.0275 2.4% 0.0026 0.2% 52% False False 43
60 1.1809 1.1312 0.0497 4.3% 0.0026 0.2% 29% False False 50
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1691
2.618 1.1617
1.618 1.1572
1.000 1.1545
0.618 1.1527
HIGH 1.1500
0.618 1.1482
0.500 1.1477
0.382 1.1472
LOW 1.1455
0.618 1.1427
1.000 1.1410
1.618 1.1382
2.618 1.1337
4.250 1.1263
Fisher Pivots for day following 18-Jan-2022
Pivot 1 day 3 day
R1 1.1477 1.1521
PP 1.1470 1.1499
S1 1.1462 1.1477

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

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