CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 22-Mar-2022
Day Change Summary
Previous Current
21-Mar-2022 22-Mar-2022 Change Change % Previous Week
Open 1.1145 1.1095 -0.0050 -0.4% 1.1032
High 1.1145 1.1140 -0.0005 0.0% 1.1230
Low 1.1107 1.1057 -0.0050 -0.5% 1.0994
Close 1.1109 1.1117 0.0008 0.1% 1.1141
Range 0.0038 0.0083 0.0045 118.4% 0.0236
ATR 0.0098 0.0097 -0.0001 -1.1% 0.0000
Volume 273 1,414 1,141 417.9% 3,199
Daily Pivots for day following 22-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1354 1.1318 1.1162
R3 1.1271 1.1235 1.1139
R2 1.1188 1.1188 1.1132
R1 1.1152 1.1152 1.1124 1.1170
PP 1.1105 1.1105 1.1105 1.1113
S1 1.1069 1.1069 1.1109 1.1087
S2 1.1022 1.1022 1.1101
S3 1.0939 1.0986 1.1094
S4 1.0856 1.0903 1.1071
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 1.1050 0.0180 1.6% 0.0090 0.8% 37% False False 717
10 1.1230 1.0994 0.0236 2.1% 0.0105 0.9% 52% False False 958
20 1.1420 1.0917 0.0503 4.5% 0.0106 1.0% 40% False False 1,053
40 1.1567 1.0917 0.0650 5.8% 0.0079 0.7% 31% False False 602
60 1.1567 1.0917 0.0650 5.8% 0.0067 0.6% 31% False False 431
80 1.1567 1.0917 0.0650 5.8% 0.0059 0.5% 31% False False 327
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1493
2.618 1.1357
1.618 1.1274
1.000 1.1223
0.618 1.1191
HIGH 1.1140
0.618 1.1108
0.500 1.1099
0.382 1.1089
LOW 1.1057
0.618 1.1006
1.000 1.0974
1.618 1.0923
2.618 1.0840
4.250 1.0704
Fisher Pivots for day following 22-Mar-2022
Pivot 1 day 3 day
R1 1.1111 1.1133
PP 1.1105 1.1128
S1 1.1099 1.1122

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

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