CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 14-Mar-2022
Day Change Summary
Previous Current
11-Mar-2022 14-Mar-2022 Change Change % Previous Week
Open 1.1121 1.1134 0.0014 0.1% 1.1014
High 1.1170 1.1140 -0.0030 -0.3% 1.1260
Low 1.1054 1.1105 0.0051 0.5% 1.0954
Close 1.1054 1.1110 0.0056 0.5% 1.1054
Range 0.0116 0.0035 -0.0081 -69.8% 0.0306
ATR 0.0094 0.0093 -0.0001 -0.6% 0.0000
Volume 61 53 -8 -13.1% 2,526
Daily Pivots for day following 14-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1223 1.1201 1.1129
R3 1.1188 1.1166 1.1119
R2 1.1153 1.1153 1.1116
R1 1.1131 1.1131 1.1113 1.1125
PP 1.1118 1.1118 1.1118 1.1115
S1 1.1096 1.1096 1.1106 1.1090
S2 1.1083 1.1083 1.1103
S3 1.1048 1.1061 1.1100
S4 1.1013 1.1026 1.1090
Weekly Pivots for week ending 11-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.2007 1.1837 1.1222
R3 1.1701 1.1531 1.1138
R2 1.1395 1.1395 1.1110
R1 1.1225 1.1225 1.1082 1.1310
PP 1.1089 1.1089 1.1089 1.1132
S1 1.0919 1.0919 1.1026 1.1004
S2 1.0783 1.0783 1.0998
S3 1.0477 1.0613 1.0970
S4 1.0171 1.0307 1.0886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1260 1.1023 0.0238 2.1% 0.0097 0.9% 37% False False 428
10 1.1354 1.0954 0.0400 3.6% 0.0099 0.9% 39% False False 615
20 1.1540 1.0954 0.0586 5.3% 0.0081 0.7% 27% False False 444
40 1.1611 1.0954 0.0657 5.9% 0.0059 0.5% 24% False False 262
60 1.1611 1.0954 0.0657 5.9% 0.0047 0.4% 24% False False 186
80 1.1611 1.0954 0.0657 5.9% 0.0042 0.4% 24% False False 150
100 1.1809 1.0954 0.0855 7.7% 0.0038 0.3% 18% False False 132
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 0.0025
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1289
2.618 1.1232
1.618 1.1197
1.000 1.1175
0.618 1.1162
HIGH 1.1140
0.618 1.1127
0.500 1.1123
0.382 1.1118
LOW 1.1105
0.618 1.1083
1.000 1.1070
1.618 1.1048
2.618 1.1013
4.250 1.0956
Fisher Pivots for day following 14-Mar-2022
Pivot 1 day 3 day
R1 1.1123 1.1157
PP 1.1118 1.1141
S1 1.1114 1.1125

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

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