CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 1.1200 1.1164 -0.0037 -0.3% 1.1324
High 1.1279 1.1252 -0.0027 -0.2% 1.1397
Low 1.1170 1.1149 -0.0022 -0.2% 1.1111
Close 1.1268 1.1227 -0.0041 -0.4% 1.1268
Range 0.0109 0.0104 -0.0005 -4.6% 0.0286
ATR 0.0088 0.0090 0.0002 2.5% 0.0000
Volume 236,997 266,849 29,852 12.6% 1,038,543
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1520 1.1477 1.1283
R3 1.1416 1.1373 1.1255
R2 1.1313 1.1313 1.1245
R1 1.1270 1.1270 1.1236 1.1291
PP 1.1209 1.1209 1.1209 1.1220
S1 1.1166 1.1166 1.1217 1.1188
S2 1.1106 1.1106 1.1208
S3 1.1002 1.1063 1.1198
S4 1.0899 1.0959 1.1170
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2116 1.1978 1.1425
R3 1.1830 1.1692 1.1346
R2 1.1544 1.1544 1.1320
R1 1.1406 1.1406 1.1294 1.1332
PP 1.1258 1.1258 1.1258 1.1221
S1 1.1120 1.1120 1.1241 1.1046
S2 1.0972 1.0972 1.1215
S3 1.0686 1.0834 1.1189
S4 1.0400 1.0548 1.1110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1397 1.1111 0.0286 2.5% 0.0115 1.0% 41% False False 261,078
10 1.1402 1.1111 0.0292 2.6% 0.0091 0.8% 40% False False 209,693
20 1.1504 1.1111 0.0393 3.5% 0.0088 0.8% 30% False False 204,391
40 1.1504 1.1111 0.0393 3.5% 0.0080 0.7% 30% False False 185,003
60 1.1504 1.1111 0.0393 3.5% 0.0076 0.7% 30% False False 171,995
80 1.1652 1.1111 0.0541 4.8% 0.0074 0.7% 21% False False 129,952
100 1.1732 1.1111 0.0621 5.5% 0.0070 0.6% 19% False False 104,081
120 1.1898 1.1111 0.0788 7.0% 0.0066 0.6% 15% False False 86,821
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1692
2.618 1.1523
1.618 1.1419
1.000 1.1356
0.618 1.1316
HIGH 1.1252
0.618 1.1212
0.500 1.1200
0.382 1.1188
LOW 1.1149
0.618 1.1085
1.000 1.1045
1.618 1.0981
2.618 1.0878
4.250 1.0709
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 1.1218 1.1222
PP 1.1209 1.1217
S1 1.1200 1.1212

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

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