CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 14-Feb-2022
Day Change Summary
Previous Current
11-Feb-2022 14-Feb-2022 Change Change % Previous Week
Open 1.1437 1.1352 -0.0086 -0.7% 1.1464
High 1.1437 1.1377 -0.0061 -0.5% 1.1504
Low 1.1336 1.1288 -0.0049 -0.4% 1.1336
Close 1.1343 1.1303 -0.0041 -0.4% 1.1343
Range 0.0101 0.0089 -0.0012 -11.9% 0.0168
ATR 0.0081 0.0082 0.0001 0.7% 0.0000
Volume 213,205 196,923 -16,282 -7.6% 918,956
Daily Pivots for day following 14-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1589 1.1535 1.1351
R3 1.1500 1.1446 1.1327
R2 1.1411 1.1411 1.1319
R1 1.1357 1.1357 1.1311 1.1340
PP 1.1322 1.1322 1.1322 1.1314
S1 1.1268 1.1268 1.1294 1.1251
S2 1.1233 1.1233 1.1286
S3 1.1144 1.1179 1.1278
S4 1.1055 1.1090 1.1254
Weekly Pivots for week ending 11-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1897 1.1787 1.1435
R3 1.1729 1.1620 1.1389
R2 1.1562 1.1562 1.1374
R1 1.1452 1.1452 1.1358 1.1423
PP 1.1394 1.1394 1.1394 1.1380
S1 1.1285 1.1285 1.1328 1.1256
S2 1.1227 1.1227 1.1312
S3 1.1059 1.1117 1.1297
S4 1.0892 1.0950 1.1251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1504 1.1288 0.0216 1.9% 0.0082 0.7% 7% False True 186,865
10 1.1504 1.1230 0.0274 2.4% 0.0083 0.7% 27% False False 199,311
20 1.1504 1.1131 0.0373 3.3% 0.0080 0.7% 46% False False 192,087
40 1.1504 1.1131 0.0373 3.3% 0.0075 0.7% 46% False False 165,125
60 1.1504 1.1131 0.0373 3.3% 0.0074 0.7% 46% False False 141,348
80 1.1732 1.1131 0.0601 5.3% 0.0071 0.6% 29% False False 106,283
100 1.1795 1.1131 0.0664 5.9% 0.0066 0.6% 26% False False 85,134
120 1.1956 1.1131 0.0826 7.3% 0.0063 0.6% 21% False False 71,001
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1755
2.618 1.1610
1.618 1.1521
1.000 1.1466
0.618 1.1432
HIGH 1.1377
0.618 1.1343
0.500 1.1332
0.382 1.1321
LOW 1.1288
0.618 1.1232
1.000 1.1199
1.618 1.1143
2.618 1.1054
4.250 1.0909
Fisher Pivots for day following 14-Feb-2022
Pivot 1 day 3 day
R1 1.1332 1.1396
PP 1.1322 1.1365
S1 1.1312 1.1334

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

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