CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 1.1224 1.1125 -0.0099 -0.9% 1.1324
High 1.1237 1.1146 -0.0091 -0.8% 1.1397
Low 1.1094 1.1060 -0.0034 -0.3% 1.1111
Close 1.1127 1.1126 -0.0001 0.0% 1.1268
Range 0.0143 0.0086 -0.0057 -39.9% 0.0286
ATR 0.0094 0.0093 -0.0001 -0.6% 0.0000
Volume 254,228 270,057 15,829 6.2% 1,038,543
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1369 1.1333 1.1173
R3 1.1283 1.1247 1.1150
R2 1.1197 1.1197 1.1142
R1 1.1161 1.1161 1.1134 1.1179
PP 1.1111 1.1111 1.1111 1.1120
S1 1.1075 1.1075 1.1118 1.1093
S2 1.1025 1.1025 1.1110
S3 1.0939 1.0989 1.1102
S4 1.0853 1.0903 1.1079
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 1.1313 1.1060 0.0253 2.3% 0.0129 1.2% 26% False True 280,667
10 1.1402 1.1060 0.0342 3.1% 0.0098 0.9% 19% False True 225,994
20 1.1504 1.1060 0.0444 4.0% 0.0091 0.8% 15% False True 211,900
40 1.1504 1.1060 0.0444 4.0% 0.0081 0.7% 15% False True 191,486
60 1.1504 1.1060 0.0444 4.0% 0.0078 0.7% 15% False True 179,920
80 1.1645 1.1060 0.0585 5.3% 0.0076 0.7% 11% False True 136,474
100 1.1732 1.1060 0.0672 6.0% 0.0071 0.6% 10% False True 109,316
120 1.1897 1.1060 0.0837 7.5% 0.0068 0.6% 8% False True 91,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1512
2.618 1.1371
1.618 1.1285
1.000 1.1232
0.618 1.1199
HIGH 1.1146
0.618 1.1113
0.500 1.1103
0.382 1.1093
LOW 1.1060
0.618 1.1007
1.000 1.0974
1.618 1.0921
2.618 1.0835
4.250 1.0695
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 1.1118 1.1156
PP 1.1111 1.1146
S1 1.1103 1.1136

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

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