CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 1.1355 1.1370 0.0015 0.1% 1.1390
High 1.1430 1.1400 -0.0030 -0.3% 1.1438
Low 1.1328 1.1343 0.0016 0.1% 1.1325
Close 1.1377 1.1349 -0.0028 -0.2% 1.1373
Range 0.0103 0.0057 -0.0046 -44.4% 0.0113
ATR 0.0075 0.0074 -0.0001 -1.7% 0.0000
Volume 7,817 1,455 -6,362 -81.4% 10,517
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1535 1.1499 1.1380
R3 1.1478 1.1442 1.1365
R2 1.1421 1.1421 1.1359
R1 1.1385 1.1385 1.1354 1.1375
PP 1.1364 1.1364 1.1364 1.1359
S1 1.1328 1.1328 1.1344 1.1318
S2 1.1307 1.1307 1.1339
S3 1.1250 1.1271 1.1333
S4 1.1193 1.1214 1.1318
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1716 1.1657 1.1435
R3 1.1604 1.1545 1.1404
R2 1.1491 1.1491 1.1394
R1 1.1432 1.1432 1.1383 1.1405
PP 1.1379 1.1379 1.1379 1.1365
S1 1.1320 1.1320 1.1363 1.1293
S2 1.1266 1.1266 1.1352
S3 1.1154 1.1207 1.1342
S4 1.1041 1.1095 1.1311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1438 1.1328 0.0110 1.0% 0.0066 0.6% 20% False False 3,237
10 1.1538 1.1325 0.0213 1.9% 0.0072 0.6% 11% False False 2,862
20 1.1538 1.1164 0.0374 3.3% 0.0075 0.7% 50% False False 2,001
40 1.1538 1.1164 0.0374 3.3% 0.0070 0.6% 50% False False 1,163
60 1.1538 1.1164 0.0374 3.3% 0.0066 0.6% 50% False False 916
80 1.1714 1.1164 0.0550 4.8% 0.0062 0.5% 34% False False 711
100 1.1750 1.1164 0.0586 5.2% 0.0055 0.5% 32% False False 582
120 1.1975 1.1164 0.0811 7.1% 0.0051 0.5% 23% False False 493
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1549
1.618 1.1492
1.000 1.1457
0.618 1.1435
HIGH 1.1400
0.618 1.1378
0.500 1.1372
0.382 1.1365
LOW 1.1343
0.618 1.1308
1.000 1.1286
1.618 1.1251
2.618 1.1194
4.250 1.1101
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 1.1372 1.1379
PP 1.1364 1.1369
S1 1.1357 1.1359

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

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