CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 21-Jan-2022
Day Change Summary
Previous Current
20-Jan-2022 21-Jan-2022 Change Change % Previous Week
Open 1.1476 1.1468 -0.0008 -0.1% 1.1500
High 1.1483 1.1468 -0.0016 -0.1% 1.1500
Low 1.1441 1.1468 0.0027 0.2% 1.1441
Close 1.1441 1.1468 0.0027 0.2% 1.1468
Range 0.0043 0.0000 -0.0043 -100.0% 0.0059
ATR 0.0046 0.0044 -0.0001 -2.9% 0.0000
Volume 42 0 -42 -100.0% 186
Daily Pivots for day following 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1468 1.1468 1.1468
R3 1.1468 1.1468 1.1468
R2 1.1468 1.1468 1.1468
R1 1.1468 1.1468 1.1468 1.1468
PP 1.1468 1.1468 1.1468 1.1468
S1 1.1468 1.1468 1.1468 1.1468
S2 1.1468 1.1468 1.1468
S3 1.1468 1.1468 1.1468
S4 1.1468 1.1468 1.1468
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1646 1.1616 1.1500
R3 1.1587 1.1557 1.1484
R2 1.1528 1.1528 1.1478
R1 1.1498 1.1498 1.1473 1.1484
PP 1.1469 1.1469 1.1469 1.1462
S1 1.1439 1.1439 1.1462 1.1425
S2 1.1410 1.1410 1.1457
S3 1.1351 1.1380 1.1451
S4 1.1292 1.1321 1.1435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1581 1.1441 0.0140 1.2% 0.0030 0.3% 19% False False 76
10 1.1587 1.1441 0.0146 1.3% 0.0028 0.2% 18% False False 104
20 1.1587 1.1395 0.0192 1.7% 0.0024 0.2% 38% False False 52
40 1.1587 1.1312 0.0275 2.4% 0.0026 0.2% 57% False False 39
60 1.1809 1.1312 0.0497 4.3% 0.0026 0.2% 31% False False 49
80 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 31% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1468
2.618 1.1468
1.618 1.1468
1.000 1.1468
0.618 1.1468
HIGH 1.1468
0.618 1.1468
0.500 1.1468
0.382 1.1468
LOW 1.1468
0.618 1.1468
1.000 1.1468
1.618 1.1468
2.618 1.1468
4.250 1.1468
Fisher Pivots for day following 21-Jan-2022
Pivot 1 day 3 day
R1 1.1468 1.1466
PP 1.1468 1.1464
S1 1.1468 1.1462

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

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