CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 1.1406 1.1296 -0.0111 -1.0% 1.1500
High 1.1428 1.1298 -0.0130 -1.1% 1.1500
Low 1.1382 1.1275 -0.0107 -0.9% 1.1441
Close 1.1382 1.1275 -0.0107 -0.9% 1.1468
Range 0.0047 0.0023 -0.0024 -50.5% 0.0059
ATR 0.0044 0.0048 0.0004 10.2% 0.0000
Volume 41 88 47 114.6% 186
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1352 1.1336 1.1288
R3 1.1329 1.1313 1.1281
R2 1.1306 1.1306 1.1279
R1 1.1290 1.1290 1.1277 1.1287
PP 1.1283 1.1283 1.1283 1.1281
S1 1.1267 1.1267 1.1273 1.1264
S2 1.1260 1.1260 1.1271
S3 1.1237 1.1244 1.1269
S4 1.1214 1.1221 1.1262
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 1.1468 1.1275 0.0193 1.7% 0.0021 0.2% 0% False True 37
10 1.1587 1.1275 0.0312 2.8% 0.0026 0.2% 0% False True 69
20 1.1587 1.1275 0.0312 2.8% 0.0025 0.2% 0% False True 61
40 1.1587 1.1275 0.0312 2.8% 0.0026 0.2% 0% False True 37
60 1.1733 1.1275 0.0458 4.1% 0.0027 0.2% 0% False True 46
80 1.1809 1.1275 0.0534 4.7% 0.0024 0.2% 0% False True 45
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1396
2.618 1.1358
1.618 1.1335
1.000 1.1321
0.618 1.1312
HIGH 1.1298
0.618 1.1289
0.500 1.1287
0.382 1.1284
LOW 1.1275
0.618 1.1261
1.000 1.1252
1.618 1.1238
2.618 1.1215
4.250 1.1177
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 1.1287 1.1353
PP 1.1283 1.1327
S1 1.1279 1.1301

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.