CME Euro FX (E) Future December 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 1.1269 1.1193 -0.0076 -0.7% 1.1134
High 1.1269 1.1202 -0.0067 -0.6% 1.1269
Low 1.1160 1.1174 0.0014 0.1% 1.1079
Close 1.1203 1.1174 -0.0029 -0.3% 1.1203
Range 0.0109 0.0028 -0.0081 -74.3% 0.0190
ATR 0.0095 0.0090 -0.0005 -5.0% 0.0000
Volume 28 17 -11 -39.3% 339
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1267 1.1249 1.1189
R3 1.1239 1.1221 1.1182
R2 1.1211 1.1211 1.1179
R1 1.1193 1.1193 1.1177 1.1188
PP 1.1183 1.1183 1.1183 1.1181
S1 1.1165 1.1165 1.1171 1.1160
S2 1.1155 1.1155 1.1169
S3 1.1127 1.1137 1.1166
S4 1.1099 1.1109 1.1159
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1754 1.1668 1.1308
R3 1.1564 1.1478 1.1255
R2 1.1374 1.1374 1.1238
R1 1.1288 1.1288 1.1220 1.1331
PP 1.1184 1.1184 1.1184 1.1205
S1 1.1098 1.1098 1.1186 1.1141
S2 1.0994 1.0994 1.1168
S3 1.0804 1.0908 1.1151
S4 1.0614 1.0718 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1269 1.1079 0.0190 1.7% 0.0074 0.7% 50% False False 60
10 1.1269 1.1023 0.0247 2.2% 0.0085 0.8% 61% False False 244
20 1.1510 1.0954 0.0556 5.0% 0.0092 0.8% 40% False False 436
40 1.1611 1.0954 0.0657 5.9% 0.0064 0.6% 34% False False 260
60 1.1611 1.0954 0.0657 5.9% 0.0051 0.5% 34% False False 190
80 1.1611 1.0954 0.0657 5.9% 0.0045 0.4% 34% False False 149
100 1.1809 1.0954 0.0855 7.6% 0.0042 0.4% 26% False False 133
120 1.1809 1.0954 0.0855 7.6% 0.0038 0.3% 26% False False 115
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 0.0017
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1321
2.618 1.1275
1.618 1.1247
1.000 1.1230
0.618 1.1219
HIGH 1.1202
0.618 1.1191
0.500 1.1188
0.382 1.1185
LOW 1.1174
0.618 1.1157
1.000 1.1146
1.618 1.1129
2.618 1.1101
4.250 1.1055
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 1.1188 1.1215
PP 1.1183 1.1201
S1 1.1179 1.1188

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

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