CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 25-Feb-2022
Day Change Summary
Previous Current
24-Feb-2022 25-Feb-2022 Change Change % Previous Week
Open 1.1310 1.1200 -0.0110 -1.0% 1.1324
High 1.1313 1.1279 -0.0035 -0.3% 1.1397
Low 1.1111 1.1170 0.0060 0.5% 1.1111
Close 1.1191 1.1268 0.0077 0.7% 1.1268
Range 0.0203 0.0109 -0.0094 -46.4% 0.0286
ATR 0.0086 0.0088 0.0002 1.8% 0.0000
Volume 375,205 236,997 -138,208 -36.8% 1,038,543
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1564 1.1524 1.1327
R3 1.1456 1.1416 1.1297
R2 1.1347 1.1347 1.1287
R1 1.1307 1.1307 1.1277 1.1327
PP 1.1239 1.1239 1.1239 1.1249
S1 1.1199 1.1199 1.1258 1.1219
S2 1.1130 1.1130 1.1248
S3 1.1022 1.1090 1.1238
S4 1.0913 1.0982 1.1208
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2116 1.1978 1.1425
R3 1.1830 1.1692 1.1346
R2 1.1544 1.1544 1.1320
R1 1.1406 1.1406 1.1294 1.1332
PP 1.1258 1.1258 1.1258 1.1221
S1 1.1120 1.1120 1.1241 1.1046
S2 1.0972 1.0972 1.1215
S3 1.0686 1.0834 1.1189
S4 1.0400 1.0548 1.1110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1397 1.1111 0.0286 2.5% 0.0107 1.0% 55% False False 233,993
10 1.1437 1.1111 0.0327 2.9% 0.0091 0.8% 48% False False 204,328
20 1.1504 1.1111 0.0393 3.5% 0.0086 0.8% 40% False False 200,296
40 1.1504 1.1111 0.0393 3.5% 0.0079 0.7% 40% False False 181,664
60 1.1504 1.1111 0.0393 3.5% 0.0075 0.7% 40% False False 167,952
80 1.1652 1.1111 0.0541 4.8% 0.0074 0.7% 29% False False 126,621
100 1.1732 1.1111 0.0621 5.5% 0.0069 0.6% 25% False False 101,415
120 1.1931 1.1111 0.0820 7.3% 0.0066 0.6% 19% False False 84,600
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1740
2.618 1.1563
1.618 1.1454
1.000 1.1387
0.618 1.1346
HIGH 1.1279
0.618 1.1237
0.500 1.1224
0.382 1.1211
LOW 1.1170
0.618 1.1103
1.000 1.1062
1.618 1.0994
2.618 1.0886
4.250 1.0709
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 1.1253 1.1257
PP 1.1239 1.1247
S1 1.1224 1.1237

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

View Archives - Comment on this page... - Back to Index of Symbols