CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 1.1323 1.1355 0.0032 0.3% 1.1431
High 1.1372 1.1357 -0.0016 -0.1% 1.1447
Low 1.1313 1.1302 -0.0011 -0.1% 1.1313
Close 1.1353 1.1332 -0.0021 -0.2% 1.1353
Range 0.0060 0.0055 -0.0005 -7.6% 0.0135
ATR 0.0071 0.0069 -0.0001 -1.6% 0.0000
Volume 139,580 164,397 24,817 17.8% 724,472
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1495 1.1469 1.1362
R3 1.1440 1.1414 1.1347
R2 1.1385 1.1385 1.1342
R1 1.1359 1.1359 1.1337 1.1344
PP 1.1330 1.1330 1.1330 1.1323
S1 1.1304 1.1304 1.1327 1.1289
S2 1.1275 1.1275 1.1322
S3 1.1220 1.1249 1.1317
S4 1.1165 1.1194 1.1302
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1774 1.1698 1.1427
R3 1.1640 1.1564 1.1390
R2 1.1505 1.1505 1.1378
R1 1.1429 1.1429 1.1365 1.1400
PP 1.1371 1.1371 1.1371 1.1356
S1 1.1295 1.1295 1.1341 1.1266
S2 1.1236 1.1236 1.1328
S3 1.1102 1.1160 1.1316
S4 1.0967 1.1026 1.1279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1447 1.1302 0.0146 1.3% 0.0068 0.6% 21% False True 177,773
10 1.1496 1.1299 0.0197 1.7% 0.0071 0.6% 17% False False 169,444
20 1.1496 1.1287 0.0209 1.8% 0.0069 0.6% 22% False False 151,551
40 1.1496 1.1238 0.0258 2.3% 0.0071 0.6% 36% False False 137,854
60 1.1732 1.1222 0.0510 4.5% 0.0071 0.6% 22% False False 92,455
80 1.1732 1.1222 0.0510 4.5% 0.0064 0.6% 22% False False 69,473
100 1.1956 1.1222 0.0735 6.5% 0.0061 0.5% 15% False False 55,670
120 1.1956 1.1222 0.0735 6.5% 0.0058 0.5% 15% False False 46,397
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1590
2.618 1.1500
1.618 1.1445
1.000 1.1412
0.618 1.1390
HIGH 1.1357
0.618 1.1335
0.500 1.1329
0.382 1.1323
LOW 1.1302
0.618 1.1268
1.000 1.1247
1.618 1.1213
2.618 1.1158
4.250 1.1068
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 1.1331 1.1341
PP 1.1330 1.1338
S1 1.1329 1.1335

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

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