CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 1.1311 1.1375 0.0064 0.6% 1.1394
High 1.1380 1.1377 -0.0004 0.0% 1.1395
Low 1.1305 1.1299 -0.0006 0.0% 1.1287
Close 1.1378 1.1338 -0.0040 -0.4% 1.1378
Range 0.0076 0.0078 0.0002 2.6% 0.0108
ATR 0.0070 0.0070 0.0001 1.0% 0.0000
Volume 147,616 142,652 -4,964 -3.4% 731,343
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1570 1.1532 1.1381
R3 1.1493 1.1454 1.1359
R2 1.1415 1.1415 1.1352
R1 1.1377 1.1377 1.1345 1.1357
PP 1.1338 1.1338 1.1338 1.1328
S1 1.1299 1.1299 1.1331 1.1280
S2 1.1260 1.1260 1.1324
S3 1.1183 1.1222 1.1317
S4 1.1105 1.1144 1.1295
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1677 1.1636 1.1437
R3 1.1569 1.1528 1.1408
R2 1.1461 1.1461 1.1398
R1 1.1420 1.1420 1.1388 1.1387
PP 1.1353 1.1353 1.1353 1.1337
S1 1.1312 1.1312 1.1368 1.1279
S2 1.1245 1.1245 1.1358
S3 1.1137 1.1204 1.1348
S4 1.1029 1.1096 1.1319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1380 1.1287 0.0093 0.8% 0.0065 0.6% 55% False False 146,099
10 1.1404 1.1287 0.0117 1.0% 0.0071 0.6% 44% False False 140,746
20 1.1404 1.1248 0.0156 1.4% 0.0070 0.6% 58% False False 135,735
40 1.1497 1.1222 0.0275 2.4% 0.0070 0.6% 42% False False 99,603
60 1.1732 1.1222 0.0510 4.5% 0.0067 0.6% 23% False False 66,678
80 1.1835 1.1222 0.0613 5.4% 0.0062 0.5% 19% False False 50,123
100 1.1956 1.1222 0.0735 6.5% 0.0058 0.5% 16% False False 40,155
120 1.1965 1.1222 0.0743 6.6% 0.0056 0.5% 16% False False 33,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1706
2.618 1.1579
1.618 1.1502
1.000 1.1454
0.618 1.1424
HIGH 1.1377
0.618 1.1347
0.500 1.1338
0.382 1.1329
LOW 1.1299
0.618 1.1251
1.000 1.1222
1.618 1.1174
2.618 1.1096
4.250 1.0970
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 1.1338 1.1339
PP 1.1338 1.1339
S1 1.1338 1.1338

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

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