CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 1.1160 1.1105 -0.0055 -0.5% 1.1204
High 1.1160 1.1106 -0.0055 -0.5% 1.1291
Low 1.1071 1.0926 -0.0146 -1.3% 1.0926
Close 1.1097 1.0951 -0.0146 -1.3% 1.0951
Range 0.0089 0.0180 0.0091 102.2% 0.0365
ATR 0.0090 0.0097 0.0006 7.1% 0.0000
Volume 16,897 34,391 17,494 103.5% 90,962
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1534 1.1423 1.1050
R3 1.1354 1.1243 1.1001
R2 1.1174 1.1174 1.0984
R1 1.1063 1.1063 1.0968 1.1028
PP 1.0994 1.0994 1.0994 1.0977
S1 1.0883 1.0883 1.0935 1.0848
S2 1.0814 1.0814 1.0918
S3 1.0634 1.0703 1.0902
S4 1.0454 1.0523 1.0852
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.2151 1.1916 1.1152
R3 1.1786 1.1551 1.1051
R2 1.1421 1.1421 1.1018
R1 1.1186 1.1186 1.0984 1.1121
PP 1.1056 1.1056 1.1056 1.1023
S1 1.0821 1.0821 1.0918 1.0756
S2 1.0691 1.0691 1.0884
S3 1.0326 1.0456 1.0851
S4 0.9961 1.0091 1.0750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1291 1.0926 0.0365 3.3% 0.0119 1.1% 7% False True 18,192
10 1.1430 1.0926 0.0505 4.6% 0.0112 1.0% 5% False True 11,431
20 1.1538 1.0926 0.0612 5.6% 0.0089 0.8% 4% False True 6,738
40 1.1538 1.0926 0.0612 5.6% 0.0081 0.7% 4% False True 3,701
60 1.1538 1.0926 0.0612 5.6% 0.0074 0.7% 4% False True 2,612
80 1.1661 1.0926 0.0736 6.7% 0.0070 0.6% 3% False True 1,995
100 1.1750 1.0926 0.0825 7.5% 0.0062 0.6% 3% False True 1,612
120 1.1910 1.0926 0.0984 9.0% 0.0057 0.5% 3% False True 1,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1871
2.618 1.1577
1.618 1.1397
1.000 1.1286
0.618 1.1217
HIGH 1.1106
0.618 1.1037
0.500 1.1016
0.382 1.0994
LOW 1.0926
0.618 1.0814
1.000 1.0746
1.618 1.0634
2.618 1.0454
4.250 1.0161
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 1.1016 1.1054
PP 1.0994 1.1020
S1 1.0973 1.0985

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

View Archives - Comment on this page... - Back to Index of Symbols