CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 1.1394 1.1311 -0.0083 -0.7% 1.1345
High 1.1395 1.1338 -0.0057 -0.5% 1.1404
Low 1.1295 1.1287 -0.0008 -0.1% 1.1292
Close 1.1313 1.1303 -0.0010 -0.1% 1.1403
Range 0.0100 0.0051 -0.0049 -49.0% 0.0112
ATR 0.0072 0.0070 -0.0001 -2.1% 0.0000
Volume 143,496 154,132 10,636 7.4% 605,248
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1462 1.1434 1.1331
R3 1.1411 1.1383 1.1317
R2 1.1360 1.1360 1.1312
R1 1.1332 1.1332 1.1308 1.1321
PP 1.1309 1.1309 1.1309 1.1304
S1 1.1281 1.1281 1.1298 1.1270
S2 1.1258 1.1258 1.1294
S3 1.1207 1.1230 1.1289
S4 1.1156 1.1179 1.1275
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1701 1.1663 1.1464
R3 1.1589 1.1552 1.1433
R2 1.1478 1.1478 1.1423
R1 1.1440 1.1440 1.1413 1.1459
PP 1.1366 1.1366 1.1366 1.1375
S1 1.1329 1.1329 1.1392 1.1347
S2 1.1255 1.1255 1.1382
S3 1.1143 1.1217 1.1372
S4 1.1032 1.1106 1.1341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1404 1.1287 0.0117 1.0% 0.0079 0.7% 14% False True 147,721
10 1.1404 1.1282 0.0122 1.1% 0.0065 0.6% 18% False False 126,174
20 1.1404 1.1248 0.0156 1.4% 0.0070 0.6% 36% False False 159,648
40 1.1645 1.1222 0.0423 3.7% 0.0069 0.6% 19% False False 85,300
60 1.1732 1.1222 0.0510 4.5% 0.0065 0.6% 16% False False 57,099
80 1.1892 1.1222 0.0671 5.9% 0.0061 0.5% 12% False False 42,936
100 1.1956 1.1222 0.0735 6.5% 0.0057 0.5% 11% False False 34,393
120 1.1965 1.1222 0.0743 6.6% 0.0055 0.5% 11% False False 28,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1555
2.618 1.1472
1.618 1.1421
1.000 1.1389
0.618 1.1370
HIGH 1.1338
0.618 1.1319
0.500 1.1313
0.382 1.1306
LOW 1.1287
0.618 1.1255
1.000 1.1236
1.618 1.1204
2.618 1.1153
4.250 1.1070
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 1.1313 1.1345
PP 1.1309 1.1331
S1 1.1306 1.1317

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

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