CME Euro FX (E) Future September 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 1.1079 1.1116 0.0038 0.3% 1.1145
High 1.1103 1.1132 0.0029 0.3% 1.1145
Low 1.1065 1.1077 0.0012 0.1% 1.1057
Close 1.1093 1.1083 -0.0010 -0.1% 1.1083
Range 0.0038 0.0055 0.0017 44.7% 0.0088
ATR 0.0091 0.0089 -0.0003 -2.8% 0.0000
Volume 1,659 285 -1,374 -82.8% 4,227
Daily Pivots for day following 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1262 1.1228 1.1113
R3 1.1207 1.1173 1.1098
R2 1.1152 1.1152 1.1093
R1 1.1118 1.1118 1.1088 1.1108
PP 1.1097 1.1097 1.1097 1.1092
S1 1.1063 1.1063 1.1078 1.1053
S2 1.1042 1.1042 1.1073
S3 1.0987 1.1008 1.1068
S4 1.0932 1.0953 1.1053
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1359 1.1309 1.1131
R3 1.1271 1.1221 1.1107
R2 1.1183 1.1183 1.1099
R1 1.1133 1.1133 1.1091 1.1114
PP 1.1095 1.1095 1.1095 1.1086
S1 1.1045 1.1045 1.1075 1.1026
S2 1.1007 1.1007 1.1067
S3 1.0919 1.0957 1.1059
S4 1.0831 1.0869 1.1035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.1057 0.0088 0.8% 0.0058 0.5% 30% False False 845
10 1.1230 1.0994 0.0236 2.1% 0.0080 0.7% 38% False False 742
20 1.1320 1.0917 0.0403 3.6% 0.0099 0.9% 41% False False 1,092
40 1.1567 1.0917 0.0650 5.9% 0.0080 0.7% 26% False False 659
60 1.1567 1.0917 0.0650 5.9% 0.0068 0.6% 26% False False 473
80 1.1567 1.0917 0.0650 5.9% 0.0060 0.5% 26% False False 358
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1276
1.618 1.1221
1.000 1.1187
0.618 1.1166
HIGH 1.1132
0.618 1.1111
0.500 1.1105
0.382 1.1098
LOW 1.1077
0.618 1.1043
1.000 1.1022
1.618 1.0988
2.618 1.0933
4.250 1.0843
Fisher Pivots for day following 25-Mar-2022
Pivot 1 day 3 day
R1 1.1105 1.1095
PP 1.1097 1.1091
S1 1.1090 1.1087

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

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