CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 26-Apr-2022
Day Change Summary
Previous Current
25-Apr-2022 26-Apr-2022 Change Change % Previous Week
Open 1.0959 1.0854 -0.0105 -1.0% 1.0955
High 1.0959 1.0854 -0.0105 -1.0% 1.1024
Low 1.0860 1.0794 -0.0066 -0.6% 1.0935
Close 1.0872 1.0805 -0.0067 -0.6% 1.0948
Range 0.0099 0.0060 -0.0039 -39.4% 0.0089
ATR 0.0067 0.0067 0.0001 1.2% 0.0000
Volume 720 375 -345 -47.9% 1,082
Daily Pivots for day following 26-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.0998 1.0961 1.0838
R3 1.0938 1.0901 1.0821
R2 1.0878 1.0878 1.0816
R1 1.0841 1.0841 1.0810 1.0829
PP 1.0818 1.0818 1.0818 1.0812
S1 1.0781 1.0781 1.0799 1.0769
S2 1.0758 1.0758 1.0794
S3 1.0698 1.0721 1.0788
S4 1.0638 1.0661 1.0772
Weekly Pivots for week ending 22-Apr-2022
Classic Woodie Camarilla DeMark
R4 1.1236 1.1181 1.0996
R3 1.1147 1.1092 1.0972
R2 1.1058 1.1058 1.0964
R1 1.1003 1.1003 1.0956 1.0986
PP 1.0969 1.0969 1.0969 1.0960
S1 1.0914 1.0914 1.0939 1.0897
S2 1.0880 1.0880 1.0931
S3 1.0791 1.0825 1.0923
S4 1.0702 1.0736 1.0899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0794 0.0230 2.1% 0.0063 0.6% 5% False True 392
10 1.1076 1.0794 0.0282 2.6% 0.0051 0.5% 4% False True 281
20 1.1330 1.0794 0.0536 5.0% 0.0053 0.5% 2% False True 254
40 1.1354 1.0794 0.0560 5.2% 0.0066 0.6% 2% False True 320
60 1.1611 1.0794 0.0817 7.6% 0.0062 0.6% 1% False True 268
80 1.1611 1.0794 0.0817 7.6% 0.0053 0.5% 1% False True 222
100 1.1611 1.0794 0.0817 7.6% 0.0048 0.4% 1% False True 179
120 1.1733 1.0794 0.0939 8.7% 0.0045 0.4% 1% False True 161
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.1011
1.618 1.0951
1.000 1.0914
0.618 1.0891
HIGH 1.0854
0.618 1.0831
0.500 1.0824
0.382 1.0817
LOW 1.0794
0.618 1.0757
1.000 1.0734
1.618 1.0697
2.618 1.0637
4.250 1.0539
Fisher Pivots for day following 26-Apr-2022
Pivot 1 day 3 day
R1 1.0824 1.0902
PP 1.0818 1.0869
S1 1.0811 1.0837

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

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