CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 1.1185 1.1145 -0.0040 -0.4% 1.1032
High 1.1209 1.1145 -0.0064 -0.6% 1.1230
Low 1.1097 1.1107 0.0011 0.1% 1.0994
Close 1.1141 1.1109 -0.0032 -0.3% 1.1141
Range 0.0113 0.0038 -0.0075 -66.2% 0.0236
ATR 0.0102 0.0098 -0.0005 -4.5% 0.0000
Volume 640 273 -367 -57.3% 3,199
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1234 1.1209 1.1129
R3 1.1196 1.1171 1.1119
R2 1.1158 1.1158 1.1115
R1 1.1133 1.1133 1.1112 1.1127
PP 1.1120 1.1120 1.1120 1.1117
S1 1.1095 1.1095 1.1105 1.1089
S2 1.1082 1.1082 1.1102
S3 1.1044 1.1057 1.1098
S4 1.1006 1.1019 1.1088
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1828 1.1720 1.1270
R3 1.1592 1.1484 1.1205
R2 1.1357 1.1357 1.1184
R1 1.1249 1.1249 1.1162 1.1303
PP 1.1121 1.1121 1.1121 1.1148
S1 1.1013 1.1013 1.1119 1.1067
S2 1.0886 1.0886 1.1097
S3 1.0650 1.0778 1.1076
S4 1.0415 1.0542 1.1011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1230 1.1026 0.0204 1.8% 0.0091 0.8% 41% False False 541
10 1.1230 1.0961 0.0269 2.4% 0.0106 1.0% 55% False False 957
20 1.1478 1.0917 0.0561 5.1% 0.0106 1.0% 34% False False 1,016
40 1.1567 1.0917 0.0650 5.9% 0.0078 0.7% 29% False False 571
60 1.1567 1.0917 0.0650 5.9% 0.0066 0.6% 29% False False 408
80 1.1567 1.0917 0.0650 5.9% 0.0059 0.5% 29% False False 310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1307
2.618 1.1244
1.618 1.1206
1.000 1.1183
0.618 1.1168
HIGH 1.1145
0.618 1.1130
0.500 1.1126
0.382 1.1122
LOW 1.1107
0.618 1.1084
1.000 1.1069
1.618 1.1046
2.618 1.1008
4.250 1.0946
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 1.1126 1.1163
PP 1.1120 1.1145
S1 1.1114 1.1127

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

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