CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 28-Mar-2022
Day Change Summary
Previous Current
25-Mar-2022 28-Mar-2022 Change Change % Previous Week
Open 1.1034 1.1017 -0.0017 -0.1% 1.1085
High 1.1071 1.1033 -0.0038 -0.3% 1.1105
Low 1.1010 1.0977 -0.0033 -0.3% 1.0994
Close 1.1020 1.1023 0.0003 0.0% 1.1020
Range 0.0061 0.0056 -0.0005 -8.2% 0.0111
ATR 0.0098 0.0095 -0.0003 -3.0% 0.0000
Volume 140,472 168,114 27,642 19.7% 711,997
Daily Pivots for day following 28-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1179 1.1157 1.1054
R3 1.1123 1.1101 1.1038
R2 1.1067 1.1067 1.1033
R1 1.1045 1.1045 1.1028 1.1056
PP 1.1011 1.1011 1.1011 1.1017
S1 1.0989 1.0989 1.1018 1.1000
S2 1.0955 1.0955 1.1013
S3 1.0899 1.0933 1.1008
S4 1.0843 1.0877 1.0992
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 1.1080 1.0977 0.0103 0.9% 0.0067 0.6% 45% False True 153,767
10 1.1173 1.0964 0.0209 1.9% 0.0083 0.8% 28% False False 164,976
20 1.1270 1.0846 0.0425 3.9% 0.0107 1.0% 42% False False 157,209
40 1.1538 1.0846 0.0692 6.3% 0.0096 0.9% 26% False False 80,166
60 1.1538 1.0846 0.0692 6.3% 0.0086 0.8% 26% False False 53,619
80 1.1538 1.0846 0.0692 6.3% 0.0079 0.7% 26% False False 40,318
100 1.1671 1.0846 0.0826 7.5% 0.0074 0.7% 22% False False 32,277
120 1.1750 1.0846 0.0905 8.2% 0.0066 0.6% 20% False False 26,910
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1271
2.618 1.1180
1.618 1.1124
1.000 1.1089
0.618 1.1068
HIGH 1.1033
0.618 1.1012
0.500 1.1005
0.382 1.0998
LOW 1.0977
0.618 1.0942
1.000 1.0921
1.618 1.0886
2.618 1.0830
4.250 1.0739
Fisher Pivots for day following 28-Mar-2022
Pivot 1 day 3 day
R1 1.1017 1.1024
PP 1.1011 1.1024
S1 1.1005 1.1023

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

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