CME Euro FX (E) Future June 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 1.1345 1.1239 -0.0106 -0.9% 1.1355
High 1.1345 1.1315 -0.0030 -0.3% 1.1430
Low 1.1147 1.1207 0.0060 0.5% 1.1147
Close 1.1227 1.1305 0.0078 0.7% 1.1305
Range 0.0198 0.0109 -0.0090 -45.2% 0.0283
ATR 0.0083 0.0085 0.0002 2.2% 0.0000
Volume 5,812 6,334 522 9.0% 21,418
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1601 1.1561 1.1364
R3 1.1492 1.1453 1.1334
R2 1.1384 1.1384 1.1324
R1 1.1344 1.1344 1.1314 1.1364
PP 1.1275 1.1275 1.1275 1.1285
S1 1.1236 1.1236 1.1295 1.1256
S2 1.1167 1.1167 1.1285
S3 1.1058 1.1127 1.1275
S4 1.0950 1.1019 1.1245
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2143 1.2007 1.1460
R3 1.1860 1.1724 1.1382
R2 1.1577 1.1577 1.1356
R1 1.1441 1.1441 1.1330 1.1367
PP 1.1294 1.1294 1.1294 1.1257
S1 1.1158 1.1158 1.1279 1.1084
S2 1.1011 1.1011 1.1253
S3 1.0728 1.0875 1.1227
S4 1.0445 1.0592 1.1149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1147 0.0283 2.5% 0.0106 0.9% 56% False False 4,669
10 1.1462 1.1147 0.0315 2.8% 0.0087 0.8% 50% False False 3,402
20 1.1538 1.1147 0.0391 3.5% 0.0081 0.7% 40% False False 2,533
40 1.1538 1.1147 0.0391 3.5% 0.0074 0.7% 40% False False 1,462
60 1.1538 1.1147 0.0391 3.5% 0.0069 0.6% 40% False False 1,112
80 1.1671 1.1147 0.0524 4.6% 0.0064 0.6% 30% False False 861
100 1.1750 1.1147 0.0603 5.3% 0.0057 0.5% 26% False False 703
120 1.1953 1.1147 0.0806 7.1% 0.0053 0.5% 20% False False 593
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1776
2.618 1.1599
1.618 1.1491
1.000 1.1424
0.618 1.1382
HIGH 1.1315
0.618 1.1274
0.500 1.1261
0.382 1.1248
LOW 1.1207
0.618 1.1139
1.000 1.1098
1.618 1.1031
2.618 1.0922
4.250 1.0745
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 1.1290 1.1294
PP 1.1275 1.1284
S1 1.1261 1.1274

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

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