CME Euro FX (E) Future June 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 1.1026 1.0957 -0.0069 -0.6% 1.0963
High 1.1082 1.1032 -0.0050 -0.5% 1.1160
Low 1.0939 1.0937 -0.0003 0.0% 1.0846
Close 1.0944 1.0996 0.0052 0.5% 1.0944
Range 0.0143 0.0095 -0.0048 -33.3% 0.0314
ATR 0.0112 0.0111 -0.0001 -1.1% 0.0000
Volume 326,503 177,716 -148,787 -45.6% 1,240,401
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1273 1.1229 1.1048
R3 1.1178 1.1134 1.1022
R2 1.1083 1.1083 1.1013
R1 1.1039 1.1039 1.1004 1.1061
PP 1.0988 1.0988 1.0988 1.0999
S1 1.0944 1.0944 1.0987 1.0966
S2 1.0893 1.0893 1.0978
S3 1.0798 1.0849 1.0969
S4 1.0703 1.0754 1.0943
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1925 1.1749 1.1117
R3 1.1611 1.1435 1.1030
R2 1.1297 1.1297 1.1002
R1 1.1121 1.1121 1.0973 1.1052
PP 1.0983 1.0983 1.0983 1.0949
S1 1.0807 1.0807 1.0915 1.0738
S2 1.0669 1.0669 1.0886
S3 1.0355 1.0493 1.0858
S4 1.0041 1.0179 1.0771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1160 1.0889 0.0271 2.5% 0.0139 1.3% 39% False False 266,832
10 1.1270 1.0846 0.0425 3.9% 0.0131 1.2% 35% False False 149,441
20 1.1438 1.0846 0.0592 5.4% 0.0110 1.0% 25% False False 77,050
40 1.1538 1.0846 0.0692 6.3% 0.0092 0.8% 22% False False 39,111
60 1.1538 1.0846 0.0692 6.3% 0.0082 0.7% 22% False False 26,159
80 1.1538 1.0846 0.0692 6.3% 0.0076 0.7% 22% False False 19,711
100 1.1750 1.0846 0.0905 8.2% 0.0069 0.6% 17% False False 15,786
120 1.1818 1.0846 0.0973 8.8% 0.0062 0.6% 15% False False 13,163
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1435
2.618 1.1280
1.618 1.1185
1.000 1.1127
0.618 1.1090
HIGH 1.1032
0.618 1.0995
0.500 1.0984
0.382 1.0973
LOW 1.0937
0.618 1.0878
1.000 1.0842
1.618 1.0783
2.618 1.0688
4.250 1.0533
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 1.0992 1.1048
PP 1.0988 1.1031
S1 1.0984 1.1013

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

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