CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 28-Jan-2022
Day Change Summary
Previous Current
27-Jan-2022 28-Jan-2022 Change Change % Previous Week
Open 1.1296 1.1275 -0.0021 -0.2% 1.1447
High 1.1298 1.1303 0.0005 0.0% 1.1447
Low 1.1275 1.1261 -0.0015 -0.1% 1.1261
Close 1.1275 1.1280 0.0005 0.0% 1.1280
Range 0.0023 0.0042 0.0019 82.6% 0.0186
ATR 0.0048 0.0048 0.0000 -0.9% 0.0000
Volume 88 424 336 381.8% 613
Daily Pivots for day following 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1407 1.1385 1.1303
R3 1.1365 1.1343 1.1291
R2 1.1323 1.1323 1.1287
R1 1.1301 1.1301 1.1283 1.1312
PP 1.1281 1.1281 1.1281 1.1286
S1 1.1259 1.1259 1.1276 1.1270
S2 1.1239 1.1239 1.1272
S3 1.1197 1.1217 1.1268
S4 1.1155 1.1175 1.1256
Weekly Pivots for week ending 28-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1887 1.1769 1.1382
R3 1.1701 1.1583 1.1331
R2 1.1515 1.1515 1.1314
R1 1.1397 1.1397 1.1297 1.1363
PP 1.1329 1.1329 1.1329 1.1312
S1 1.1211 1.1211 1.1262 1.1177
S2 1.1143 1.1143 1.1245
S3 1.0957 1.1025 1.1228
S4 1.0771 1.0839 1.1177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1447 1.1261 0.0186 1.6% 0.0030 0.3% 10% False True 122
10 1.1581 1.1261 0.0320 2.8% 0.0030 0.3% 6% False True 99
20 1.1587 1.1261 0.0326 2.9% 0.0027 0.2% 6% False True 83
40 1.1587 1.1261 0.0326 2.9% 0.0027 0.2% 6% False True 45
60 1.1733 1.1261 0.0473 4.2% 0.0028 0.2% 4% False True 53
80 1.1809 1.1261 0.0548 4.9% 0.0024 0.2% 3% False True 50
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1412
1.618 1.1370
1.000 1.1345
0.618 1.1328
HIGH 1.1303
0.618 1.1286
0.500 1.1282
0.382 1.1277
LOW 1.1261
0.618 1.1235
1.000 1.1219
1.618 1.1193
2.618 1.1151
4.250 1.1082
Fisher Pivots for day following 28-Jan-2022
Pivot 1 day 3 day
R1 1.1282 1.1344
PP 1.1281 1.1323
S1 1.1280 1.1301

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

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