CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 27-Jan-2022
Day Change Summary
Previous Current
26-Jan-2022 27-Jan-2022 Change Change % Previous Week
Open 1.1316 1.1252 -0.0064 -0.6% 1.1431
High 1.1322 1.1253 -0.0069 -0.6% 1.1447
Low 1.1246 1.1141 -0.0105 -0.9% 1.1313
Close 1.1265 1.1151 -0.0114 -1.0% 1.1353
Range 0.0077 0.0112 0.0036 46.4% 0.0135
ATR 0.0070 0.0074 0.0004 5.5% 0.0000
Volume 163,283 265,912 102,629 62.9% 724,472
Daily Pivots for day following 27-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1518 1.1446 1.1212
R3 1.1406 1.1334 1.1181
R2 1.1294 1.1294 1.1171
R1 1.1222 1.1222 1.1161 1.1202
PP 1.1182 1.1182 1.1182 1.1171
S1 1.1110 1.1110 1.1140 1.1090
S2 1.1070 1.1070 1.1130
S3 1.0958 1.0998 1.1120
S4 1.0846 1.0886 1.1089
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 1.1372 1.1141 0.0231 2.1% 0.0074 0.7% 4% False True 176,816
10 1.1496 1.1141 0.0355 3.2% 0.0072 0.6% 3% False True 178,836
20 1.1496 1.1141 0.0355 3.2% 0.0073 0.7% 3% False True 163,032
40 1.1496 1.1141 0.0355 3.2% 0.0069 0.6% 3% False True 151,780
60 1.1652 1.1141 0.0511 4.6% 0.0069 0.6% 2% False True 102,063
80 1.1732 1.1141 0.0591 5.3% 0.0065 0.6% 2% False True 76,695
100 1.1931 1.1141 0.0790 7.1% 0.0062 0.6% 1% False True 61,461
120 1.1956 1.1141 0.0815 7.3% 0.0059 0.5% 1% False True 51,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1729
2.618 1.1546
1.618 1.1434
1.000 1.1365
0.618 1.1322
HIGH 1.1253
0.618 1.1210
0.500 1.1197
0.382 1.1184
LOW 1.1141
0.618 1.1072
1.000 1.1029
1.618 1.0960
2.618 1.0848
4.250 1.0665
Fisher Pivots for day following 27-Jan-2022
Pivot 1 day 3 day
R1 1.1197 1.1241
PP 1.1182 1.1211
S1 1.1166 1.1181

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

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