CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 1.0990 1.0915 -0.0075 -0.7% 1.0928
High 1.1044 1.0990 -0.0054 -0.5% 1.1123
Low 1.0902 1.0901 -0.0001 0.0% 1.0807
Close 1.0907 1.0961 0.0054 0.5% 1.0907
Range 0.0142 0.0089 -0.0053 -37.3% 0.0316
ATR 0.0114 0.0113 -0.0002 -1.6% 0.0000
Volume 149,314 10,265 -139,049 -93.1% 1,981,346
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1217 1.1178 1.1010
R3 1.1128 1.1089 1.0985
R2 1.1039 1.1039 1.0977
R1 1.1000 1.1000 1.0969 1.1020
PP 1.0950 1.0950 1.0950 1.0960
S1 1.0911 1.0911 1.0953 1.0931
S2 1.0861 1.0861 1.0945
S3 1.0772 1.0822 1.0937
S4 1.0683 1.0733 1.0912
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1893 1.1716 1.1081
R3 1.1577 1.1400 1.0994
R2 1.1261 1.1261 1.0965
R1 1.1084 1.1084 1.0936 1.1015
PP 1.0945 1.0945 1.0945 1.0911
S1 1.0768 1.0768 1.0878 1.0699
S2 1.0629 1.0629 1.0849
S3 1.0313 1.0452 1.0820
S4 0.9997 1.0136 1.0733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1123 1.0850 0.0273 2.5% 0.0138 1.3% 41% False False 326,542
10 1.1237 1.0807 0.0430 3.9% 0.0132 1.2% 36% False False 300,554
20 1.1402 1.0807 0.0596 5.4% 0.0111 1.0% 26% False False 255,123
40 1.1504 1.0807 0.0697 6.4% 0.0095 0.9% 22% False False 222,527
60 1.1504 1.0807 0.0697 6.4% 0.0087 0.8% 22% False False 194,681
80 1.1504 1.0807 0.0697 6.4% 0.0083 0.8% 22% False False 167,366
100 1.1732 1.0807 0.0925 8.4% 0.0079 0.7% 17% False False 134,088
120 1.1800 1.0807 0.0994 9.1% 0.0074 0.7% 16% False False 111,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1223
1.618 1.1134
1.000 1.1079
0.618 1.1045
HIGH 1.0990
0.618 1.0956
0.500 1.0945
0.382 1.0934
LOW 1.0901
0.618 1.0845
1.000 1.0812
1.618 1.0756
2.618 1.0667
4.250 1.0522
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 1.0956 1.1012
PP 1.0950 1.0995
S1 1.0945 1.0978

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

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