CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 25-Mar-2022
Day Change Summary
Previous Current
24-Mar-2022 25-Mar-2022 Change Change % Previous Week
Open 1.1041 1.1034 -0.0007 -0.1% 1.1085
High 1.1047 1.1071 0.0024 0.2% 1.1105
Low 1.0998 1.1010 0.0012 0.1% 1.0994
Close 1.1032 1.1020 -0.0012 -0.1% 1.1020
Range 0.0049 0.0061 0.0012 24.5% 0.0111
ATR 0.0101 0.0098 -0.0003 -2.8% 0.0000
Volume 150,455 140,472 -9,983 -6.6% 711,997
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1217 1.1179 1.1054
R3 1.1156 1.1118 1.1037
R2 1.1095 1.1095 1.1031
R1 1.1057 1.1057 1.1026 1.1046
PP 1.1034 1.1034 1.1034 1.1028
S1 1.0996 1.0996 1.1014 1.0985
S2 1.0973 1.0973 1.1009
S3 1.0912 1.0935 1.1003
S4 1.0851 1.0874 1.0986
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1371 1.1306 1.1081
R3 1.1261 1.1196 1.1050
R2 1.1150 1.1150 1.1040
R1 1.1085 1.1085 1.1030 1.1062
PP 1.1040 1.1040 1.1040 1.1028
S1 1.0975 1.0975 1.1010 1.0952
S2 1.0929 1.0929 1.1000
S3 1.0819 1.0864 1.0990
S4 1.0708 1.0754 1.0959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1105 1.0994 0.0111 1.0% 0.0068 0.6% 24% False False 142,399
10 1.1173 1.0937 0.0236 2.1% 0.0087 0.8% 35% False False 165,937
20 1.1291 1.0846 0.0445 4.0% 0.0110 1.0% 39% False False 149,536
40 1.1538 1.0846 0.0692 6.3% 0.0095 0.9% 25% False False 76,035
60 1.1538 1.0846 0.0692 6.3% 0.0086 0.8% 25% False False 50,820
80 1.1538 1.0846 0.0692 6.3% 0.0079 0.7% 25% False False 38,218
100 1.1671 1.0846 0.0826 7.5% 0.0074 0.7% 21% False False 30,596
120 1.1750 1.0846 0.0905 8.2% 0.0066 0.6% 19% False False 25,509
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1330
2.618 1.1231
1.618 1.1170
1.000 1.1132
0.618 1.1109
HIGH 1.1071
0.618 1.1048
0.500 1.1041
0.382 1.1033
LOW 1.1010
0.618 1.0972
1.000 1.0949
1.618 1.0911
2.618 1.0850
4.250 1.0751
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 1.1041 1.1037
PP 1.1034 1.1032
S1 1.1027 1.1026

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

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