CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 15-Mar-2022
Day Change Summary
Previous Current
14-Mar-2022 15-Mar-2022 Change Change % Previous Week
Open 1.0957 1.0981 0.0024 0.2% 1.0963
High 1.1032 1.1057 0.0025 0.2% 1.1160
Low 1.0937 1.0964 0.0027 0.2% 1.0846
Close 1.0996 1.0978 -0.0018 -0.2% 1.0944
Range 0.0095 0.0093 -0.0002 -2.1% 0.0314
ATR 0.0111 0.0110 -0.0001 -1.2% 0.0000
Volume 177,716 183,794 6,078 3.4% 1,240,401
Daily Pivots for day following 15-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1278 1.1221 1.1029
R3 1.1185 1.1128 1.1004
R2 1.1092 1.1092 1.0995
R1 1.1035 1.1035 1.0987 1.1017
PP 1.0999 1.0999 1.0999 1.0990
S1 1.0942 1.0942 1.0969 1.0924
S2 1.0906 1.0906 1.0961
S3 1.0813 1.0849 1.0952
S4 1.0720 1.0756 1.0927
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 1.0929 0.0231 2.1% 0.0136 1.2% 21% False False 277,019
10 1.1183 1.0846 0.0338 3.1% 0.0127 1.2% 39% False False 167,031
20 1.1438 1.0846 0.0592 5.4% 0.0111 1.0% 22% False False 86,170
40 1.1538 1.0846 0.0692 6.3% 0.0092 0.8% 19% False False 43,696
60 1.1538 1.0846 0.0692 6.3% 0.0083 0.8% 19% False False 29,218
80 1.1538 1.0846 0.0692 6.3% 0.0077 0.7% 19% False False 22,006
100 1.1750 1.0846 0.0905 8.2% 0.0070 0.6% 15% False False 17,624
120 1.1813 1.0846 0.0968 8.8% 0.0062 0.6% 14% False False 14,695
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1452
2.618 1.1300
1.618 1.1207
1.000 1.1150
0.618 1.1114
HIGH 1.1057
0.618 1.1021
0.500 1.1010
0.382 1.0999
LOW 1.0964
0.618 1.0906
1.000 1.0871
1.618 1.0813
2.618 1.0720
4.250 1.0568
Fisher Pivots for day following 15-Mar-2022
Pivot 1 day 3 day
R1 1.1010 1.1009
PP 1.0999 1.0999
S1 1.0989 1.0988

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

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