CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 11-Jul-2022
Day Change Summary
Previous Current
08-Jul-2022 11-Jul-2022 Change Change % Previous Week
Open 1.0288 1.0305 0.0018 0.2% 1.0563
High 1.0313 1.0305 -0.0008 -0.1% 1.0594
Low 1.0193 1.0152 -0.0041 -0.4% 1.0193
Close 1.0298 1.0184 -0.0114 -1.1% 1.0298
Range 0.0120 0.0154 0.0034 27.9% 0.0402
ATR 0.0106 0.0110 0.0003 3.2% 0.0000
Volume 1,199 1,765 566 47.2% 5,152
Daily Pivots for day following 11-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.0674 1.0583 1.0268
R3 1.0521 1.0429 1.0226
R2 1.0367 1.0367 1.0212
R1 1.0276 1.0276 1.0198 1.0245
PP 1.0214 1.0214 1.0214 1.0198
S1 1.0122 1.0122 1.0170 1.0091
S2 1.0060 1.0060 1.0156
S3 0.9907 0.9969 1.0142
S4 0.9753 0.9815 1.0100
Weekly Pivots for week ending 08-Jul-2022
Classic Woodie Camarilla DeMark
R4 1.1566 1.1333 1.0518
R3 1.1164 1.0932 1.0408
R2 1.0763 1.0763 1.0371
R1 1.0530 1.0530 1.0334 1.0446
PP 1.0361 1.0361 1.0361 1.0319
S1 1.0129 1.0129 1.0261 1.0044
S2 0.9960 0.9960 1.0224
S3 0.9558 0.9727 1.0187
S4 0.9157 0.9326 1.0077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0594 1.0152 0.0443 4.3% 0.0136 1.3% 7% False True 1,383
10 1.0750 1.0152 0.0599 5.9% 0.0115 1.1% 5% False True 983
20 1.0762 1.0152 0.0611 6.0% 0.0113 1.1% 5% False True 1,025
40 1.0911 1.0152 0.0759 7.5% 0.0101 1.0% 4% False True 702
60 1.1076 1.0152 0.0925 9.1% 0.0089 0.9% 4% False True 532
80 1.1330 1.0152 0.1178 11.6% 0.0080 0.8% 3% False True 447
100 1.1540 1.0152 0.1389 13.6% 0.0081 0.8% 2% False True 447
120 1.1611 1.0152 0.1459 14.3% 0.0073 0.7% 2% False True 384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0957
2.618 1.0707
1.618 1.0553
1.000 1.0459
0.618 1.0400
HIGH 1.0305
0.618 1.0246
0.500 1.0228
0.382 1.0210
LOW 1.0152
0.618 1.0057
1.000 0.9998
1.618 0.9903
2.618 0.9750
4.250 0.9499
Fisher Pivots for day following 11-Jul-2022
Pivot 1 day 3 day
R1 1.0228 1.0247
PP 1.0214 1.0226
S1 1.0199 1.0205

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

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