CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 31-Mar-2022
Day Change Summary
Previous Current
30-Mar-2022 31-Mar-2022 Change Change % Previous Week
Open 1.1280 1.1296 0.0017 0.1% 1.1193
High 1.1330 1.1296 -0.0034 -0.3% 1.1202
Low 1.1280 1.1230 -0.0050 -0.4% 1.1131
Close 1.1324 1.1230 -0.0095 -0.8% 1.1153
Range 0.0050 0.0067 0.0017 33.0% 0.0072
ATR 0.0082 0.0083 0.0001 1.1% 0.0000
Volume 262 60 -202 -77.1% 1,073
Daily Pivots for day following 31-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1451 1.1407 1.1266
R3 1.1385 1.1340 1.1248
R2 1.1318 1.1318 1.1242
R1 1.1274 1.1274 1.1236 1.1263
PP 1.1252 1.1252 1.1252 1.1246
S1 1.1207 1.1207 1.1223 1.1196
S2 1.1185 1.1185 1.1217
S3 1.1119 1.1141 1.1211
S4 1.1052 1.1074 1.1193
Weekly Pivots for week ending 25-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1376 1.1336 1.1192
R3 1.1305 1.1265 1.1173
R2 1.1233 1.1233 1.1166
R1 1.1193 1.1193 1.1160 1.1178
PP 1.1162 1.1162 1.1162 1.1154
S1 1.1122 1.1122 1.1146 1.1106
S2 1.1090 1.1090 1.1140
S3 1.1019 1.1050 1.1133
S4 1.0947 1.0979 1.1114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1330 1.1117 0.0213 1.9% 0.0074 0.7% 53% False False 243
10 1.1330 1.1117 0.0213 1.9% 0.0062 0.6% 53% False False 203
20 1.1330 1.0954 0.0376 3.3% 0.0082 0.7% 73% False False 383
40 1.1611 1.0954 0.0657 5.8% 0.0070 0.6% 42% False False 287
60 1.1611 1.0954 0.0657 5.8% 0.0056 0.5% 42% False False 223
80 1.1611 1.0954 0.0657 5.8% 0.0049 0.4% 42% False False 169
100 1.1713 1.0954 0.0759 6.8% 0.0045 0.4% 36% False False 149
120 1.1809 1.0954 0.0855 7.6% 0.0040 0.4% 32% False False 131
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1579
2.618 1.1470
1.618 1.1404
1.000 1.1363
0.618 1.1337
HIGH 1.1296
0.618 1.1271
0.500 1.1263
0.382 1.1255
LOW 1.1230
0.618 1.1188
1.000 1.1163
1.618 1.1122
2.618 1.1055
4.250 1.0947
Fisher Pivots for day following 31-Mar-2022
Pivot 1 day 3 day
R1 1.1263 1.1235
PP 1.1252 1.1233
S1 1.1241 1.1231

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

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