CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 13-Apr-2022
Day Change Summary
Previous Current
12-Apr-2022 13-Apr-2022 Change Change % Previous Week
Open 1.0992 1.1040 0.0048 0.4% 1.1186
High 1.0992 1.1040 0.0048 0.4% 1.1193
Low 1.0986 1.1040 0.0054 0.5% 1.1000
Close 1.0986 1.1040 0.0054 0.5% 1.1046
Range 0.0006 0.0000 -0.0006 -100.0% 0.0194
ATR 0.0067 0.0066 -0.0001 -1.4% 0.0000
Volume 63 118 55 87.3% 843
Daily Pivots for day following 13-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1040 1.1040 1.1040
R3 1.1040 1.1040 1.1040
R2 1.1040 1.1040 1.1040
R1 1.1040 1.1040 1.1040 1.1040
PP 1.1040 1.1040 1.1040 1.1040
S1 1.1040 1.1040 1.1040 1.1040
S2 1.1040 1.1040 1.1040
S3 1.1040 1.1040 1.1040
S4 1.1040 1.1040 1.1040
Weekly Pivots for week ending 08-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1660 1.1546 1.1152
R3 1.1466 1.1353 1.1099
R2 1.1273 1.1273 1.1081
R1 1.1159 1.1159 1.1063 1.1119
PP 1.1079 1.1079 1.1079 1.1059
S1 1.0966 1.0966 1.1028 1.0926
S2 1.0886 1.0886 1.1010
S3 1.0692 1.0772 1.0992
S4 1.0499 1.0579 1.0939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1064 1.0986 0.0078 0.7% 0.0021 0.2% 69% False False 246
10 1.1296 1.0986 0.0310 2.8% 0.0035 0.3% 17% False False 177
20 1.1330 1.0986 0.0344 3.1% 0.0049 0.4% 16% False False 191
40 1.1540 1.0954 0.0586 5.3% 0.0068 0.6% 15% False False 321
60 1.1611 1.0954 0.0657 5.9% 0.0057 0.5% 13% False False 237
80 1.1611 1.0954 0.0657 5.9% 0.0049 0.4% 13% False False 189
100 1.1611 1.0954 0.0657 5.9% 0.0045 0.4% 13% False False 159
120 1.1809 1.0954 0.0855 7.7% 0.0041 0.4% 10% False False 143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.1040
2.618 1.1040
1.618 1.1040
1.000 1.1040
0.618 1.1040
HIGH 1.1040
0.618 1.1040
0.500 1.1040
0.382 1.1040
LOW 1.1040
0.618 1.1040
1.000 1.1040
1.618 1.1040
2.618 1.1040
4.250 1.1040
Fisher Pivots for day following 13-Apr-2022
Pivot 1 day 3 day
R1 1.1040 1.1035
PP 1.1040 1.1030
S1 1.1040 1.1025

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

View Archives - Comment on this page... - Back to Index of Symbols