CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 16-Mar-2022
Day Change Summary
Previous Current
15-Mar-2022 16-Mar-2022 Change Change % Previous Week
Open 1.0981 1.0989 0.0009 0.1% 1.0963
High 1.1057 1.1084 0.0027 0.2% 1.1160
Low 1.0964 1.0987 0.0023 0.2% 1.0846
Close 1.0978 1.1040 0.0062 0.6% 1.0944
Range 0.0093 0.0097 0.0004 4.3% 0.0314
ATR 0.0110 0.0110 0.0000 -0.3% 0.0000
Volume 183,794 231,625 47,831 26.0% 1,240,401
Daily Pivots for day following 16-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1328 1.1281 1.1093
R3 1.1231 1.1184 1.1067
R2 1.1134 1.1134 1.1058
R1 1.1087 1.1087 1.1049 1.1110
PP 1.1037 1.1037 1.1037 1.1048
S1 1.0990 1.0990 1.1031 1.1013
S2 1.0940 1.0940 1.1022
S3 1.0843 1.0893 1.1013
S4 1.0746 1.0796 1.0987
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 1.0937 0.0223 2.0% 0.0115 1.0% 46% False False 248,394
10 1.1160 1.0846 0.0315 2.8% 0.0128 1.2% 62% False False 188,482
20 1.1438 1.0846 0.0592 5.4% 0.0112 1.0% 33% False False 97,641
40 1.1538 1.0846 0.0692 6.3% 0.0092 0.8% 28% False False 49,467
60 1.1538 1.0846 0.0692 6.3% 0.0082 0.7% 28% False False 33,074
80 1.1538 1.0846 0.0692 6.3% 0.0077 0.7% 28% False False 24,900
100 1.1750 1.0846 0.0905 8.2% 0.0071 0.6% 22% False False 19,940
120 1.1794 1.0846 0.0949 8.6% 0.0063 0.6% 21% False False 16,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1496
2.618 1.1337
1.618 1.1240
1.000 1.1181
0.618 1.1143
HIGH 1.1084
0.618 1.1046
0.500 1.1035
0.382 1.1024
LOW 1.0987
0.618 1.0927
1.000 1.0890
1.618 1.0830
2.618 1.0733
4.250 1.0574
Fisher Pivots for day following 16-Mar-2022
Pivot 1 day 3 day
R1 1.1038 1.1030
PP 1.1037 1.1020
S1 1.1035 1.1010

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

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