CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 1.1068 1.0928 -0.0140 -1.3% 1.1164
High 1.1070 1.0934 -0.0136 -1.2% 1.1252
Low 1.0888 1.0807 -0.0081 -0.7% 1.0888
Close 1.0913 1.0849 -0.0065 -0.6% 1.0913
Range 0.0182 0.0128 -0.0055 -29.9% 0.0365
ATR 0.0100 0.0102 0.0002 2.0% 0.0000
Volume 297,263 358,901 61,638 20.7% 1,280,778
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1246 1.1175 1.0919
R3 1.1118 1.1047 1.0884
R2 1.0991 1.0991 1.0872
R1 1.0920 1.0920 1.0860 1.0891
PP 1.0863 1.0863 1.0863 1.0849
S1 1.0792 1.0792 1.0837 1.0764
S2 1.0736 1.0736 1.0825
S3 1.0608 1.0665 1.0813
S4 1.0481 1.0537 1.0778
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.2111 1.1877 1.1113
R3 1.1747 1.1512 1.1013
R2 1.1382 1.1382 1.0980
R1 1.1148 1.1148 1.0946 1.1083
PP 1.1018 1.1018 1.1018 1.0985
S1 1.0783 1.0783 1.0880 1.0718
S2 1.0653 1.0653 1.0846
S3 1.0289 1.0419 1.0813
S4 0.9924 1.0054 1.0713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1237 1.0807 0.0430 4.0% 0.0126 1.2% 10% False True 274,566
10 1.1397 1.0807 0.0590 5.4% 0.0121 1.1% 7% False True 267,822
20 1.1504 1.0807 0.0697 6.4% 0.0095 0.9% 6% False True 219,435
40 1.1504 1.0807 0.0697 6.4% 0.0087 0.8% 6% False True 201,694
60 1.1504 1.0807 0.0697 6.4% 0.0081 0.7% 6% False True 185,553
80 1.1628 1.0807 0.0822 7.6% 0.0079 0.7% 5% False True 147,053
100 1.1732 1.0807 0.0925 8.5% 0.0074 0.7% 5% False True 117,791
120 1.1878 1.0807 0.1072 9.9% 0.0070 0.6% 4% False True 98,234
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1476
2.618 1.1268
1.618 1.1140
1.000 1.1062
0.618 1.1013
HIGH 1.0934
0.618 1.0885
0.500 1.0870
0.382 1.0855
LOW 1.0807
0.618 1.0728
1.000 1.0679
1.618 1.0600
2.618 1.0473
4.250 1.0265
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 1.0870 1.0966
PP 1.0863 1.0927
S1 1.0856 1.0888

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

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