CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 21-Apr-2022
Day Change Summary
Previous Current
20-Apr-2022 21-Apr-2022 Change Change % Previous Week
Open 1.0946 1.1002 0.0056 0.5% 1.1044
High 1.1024 1.1002 -0.0022 -0.2% 1.1076
Low 1.0946 1.0999 0.0053 0.5% 1.0918
Close 1.1003 1.0999 -0.0004 0.0% 1.0987
Range 0.0078 0.0003 -0.0075 -96.1% 0.0159
ATR 0.0068 0.0063 -0.0005 -6.7% 0.0000
Volume 131 237 106 80.9% 1,112
Daily Pivots for day following 21-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1009 1.1007 1.1000
R3 1.1006 1.1004 1.0999
R2 1.1003 1.1003 1.0999
R1 1.1001 1.1001 1.0999 1.1000
PP 1.1000 1.1000 1.1000 1.0999
S1 1.0998 1.0998 1.0998 1.0997
S2 1.0997 1.0997 1.0998
S3 1.0994 1.0995 1.0998
S4 1.0991 1.0992 1.0997
Weekly Pivots for week ending 15-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1469 1.1387 1.1074
R3 1.1311 1.1228 1.1031
R2 1.1152 1.1152 1.1016
R1 1.1070 1.1070 1.1002 1.1032
PP 1.0994 1.0994 1.0994 1.0975
S1 1.0911 1.0911 1.0972 1.0873
S2 1.0835 1.0835 1.0958
S3 1.0677 1.0753 1.0943
S4 1.0518 1.0594 1.0900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1076 1.0918 0.0159 1.4% 0.0055 0.5% 51% False False 209
10 1.1076 1.0918 0.0159 1.4% 0.0038 0.3% 51% False False 227
20 1.1330 1.0918 0.0412 3.7% 0.0048 0.4% 20% False False 207
40 1.1455 1.0918 0.0538 4.9% 0.0069 0.6% 15% False False 328
60 1.1611 1.0918 0.0693 6.3% 0.0060 0.5% 12% False False 251
80 1.1611 1.0918 0.0693 6.3% 0.0051 0.5% 12% False False 202
100 1.1611 1.0918 0.0693 6.3% 0.0046 0.4% 12% False False 166
120 1.1733 1.0918 0.0816 7.4% 0.0043 0.4% 10% False False 148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1014
2.618 1.1009
1.618 1.1006
1.000 1.1005
0.618 1.1003
HIGH 1.1002
0.618 1.1000
0.500 1.1000
0.382 1.1000
LOW 1.0999
0.618 1.0997
1.000 1.0996
1.618 1.0994
2.618 1.0991
4.250 1.0986
Fisher Pivots for day following 21-Apr-2022
Pivot 1 day 3 day
R1 1.1000 1.0994
PP 1.1000 1.0989
S1 1.0999 1.0984

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

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