CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 23-Mar-2022
Day Change Summary
Previous Current
22-Mar-2022 23-Mar-2022 Change Change % Previous Week
Open 1.1162 1.1157 -0.0005 0.0% 1.1134
High 1.1201 1.1169 -0.0032 -0.3% 1.1269
Low 1.1152 1.1131 -0.0021 -0.2% 1.1079
Close 1.1183 1.1169 -0.0014 -0.1% 1.1203
Range 0.0049 0.0039 -0.0011 -21.4% 0.0190
ATR 0.0087 0.0085 -0.0002 -2.8% 0.0000
Volume 147 459 312 212.2% 339
Daily Pivots for day following 23-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1272 1.1259 1.1190
R3 1.1233 1.1220 1.1180
R2 1.1195 1.1195 1.1176
R1 1.1182 1.1182 1.1173 1.1188
PP 1.1156 1.1156 1.1156 1.1159
S1 1.1143 1.1143 1.1165 1.1150
S2 1.1118 1.1118 1.1162
S3 1.1079 1.1105 1.1158
S4 1.1041 1.1066 1.1148
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 1.1131 0.0139 1.2% 0.0057 0.5% 28% False True 146
10 1.1269 1.1054 0.0215 1.9% 0.0074 0.7% 53% False False 142
20 1.1455 1.0954 0.0501 4.5% 0.0090 0.8% 43% False False 449
40 1.1611 1.0954 0.0657 5.9% 0.0066 0.6% 33% False False 273
60 1.1611 1.0954 0.0657 5.9% 0.0052 0.5% 33% False False 200
80 1.1611 1.0954 0.0657 5.9% 0.0046 0.4% 33% False False 156
100 1.1733 1.0954 0.0779 7.0% 0.0042 0.4% 28% False False 136
120 1.1809 1.0954 0.0855 7.7% 0.0037 0.3% 25% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1333
2.618 1.1270
1.618 1.1231
1.000 1.1208
0.618 1.1193
HIGH 1.1169
0.618 1.1154
0.500 1.1150
0.382 1.1145
LOW 1.1131
0.618 1.1107
1.000 1.1092
1.618 1.1068
2.618 1.1030
4.250 1.0967
Fisher Pivots for day following 23-Mar-2022
Pivot 1 day 3 day
R1 1.1163 1.1168
PP 1.1156 1.1167
S1 1.1150 1.1166

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

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