CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 18-Feb-2022
Day Change Summary
Previous Current
17-Feb-2022 18-Feb-2022 Change Change % Previous Week
Open 1.1380 1.1367 -0.0013 -0.1% 1.1352
High 1.1392 1.1383 -0.0010 -0.1% 1.1402
Low 1.1329 1.1319 -0.0010 -0.1% 1.1288
Close 1.1369 1.1338 -0.0032 -0.3% 1.1338
Range 0.0064 0.0064 0.0001 0.8% 0.0115
ATR 0.0078 0.0077 -0.0001 -1.3% 0.0000
Volume 165,653 131,424 -34,229 -20.7% 791,538
Daily Pivots for day following 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1538 1.1502 1.1373
R3 1.1474 1.1438 1.1355
R2 1.1410 1.1410 1.1349
R1 1.1374 1.1374 1.1343 1.1360
PP 1.1346 1.1346 1.1346 1.1339
S1 1.1310 1.1310 1.1332 1.1296
S2 1.1282 1.1282 1.1326
S3 1.1218 1.1246 1.1320
S4 1.1154 1.1182 1.1302
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1686 1.1626 1.1400
R3 1.1571 1.1512 1.1369
R2 1.1457 1.1457 1.1358
R1 1.1397 1.1397 1.1348 1.1370
PP 1.1342 1.1342 1.1342 1.1329
S1 1.1283 1.1283 1.1327 1.1255
S2 1.1228 1.1228 1.1317
S3 1.1113 1.1168 1.1306
S4 1.0999 1.1054 1.1275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1402 1.1288 0.0115 1.0% 0.0066 0.6% 44% False False 158,307
10 1.1504 1.1288 0.0216 1.9% 0.0070 0.6% 23% False False 171,049
20 1.1504 1.1131 0.0373 3.3% 0.0078 0.7% 55% False False 185,594
40 1.1504 1.1131 0.0373 3.3% 0.0073 0.6% 55% False False 167,231
60 1.1504 1.1131 0.0373 3.3% 0.0073 0.6% 55% False False 151,095
80 1.1732 1.1131 0.0601 5.3% 0.0072 0.6% 34% False False 113,690
100 1.1733 1.1131 0.0602 5.3% 0.0067 0.6% 34% False False 91,060
120 1.1956 1.1131 0.0826 7.3% 0.0064 0.6% 25% False False 75,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1655
2.618 1.1550
1.618 1.1486
1.000 1.1447
0.618 1.1422
HIGH 1.1383
0.618 1.1358
0.500 1.1351
0.382 1.1343
LOW 1.1319
0.618 1.1279
1.000 1.1255
1.618 1.1215
2.618 1.1151
4.250 1.1047
Fisher Pivots for day following 18-Feb-2022
Pivot 1 day 3 day
R1 1.1351 1.1360
PP 1.1346 1.1353
S1 1.1342 1.1345

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

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