CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 1.1370 1.1345 -0.0026 -0.2% 1.1390
High 1.1400 1.1345 -0.0055 -0.5% 1.1438
Low 1.1343 1.1147 -0.0196 -1.7% 1.1325
Close 1.1349 1.1227 -0.0123 -1.1% 1.1373
Range 0.0057 0.0198 0.0141 247.4% 0.0113
ATR 0.0074 0.0083 0.0009 12.4% 0.0000
Volume 1,455 5,812 4,357 299.5% 10,517
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1834 1.1728 1.1335
R3 1.1636 1.1530 1.1281
R2 1.1438 1.1438 1.1263
R1 1.1332 1.1332 1.1245 1.1286
PP 1.1240 1.1240 1.1240 1.1216
S1 1.1134 1.1134 1.1208 1.1088
S2 1.1042 1.1042 1.1190
S3 1.0844 1.0936 1.1172
S4 1.0646 1.0738 1.1118
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1716 1.1657 1.1435
R3 1.1604 1.1545 1.1404
R2 1.1491 1.1491 1.1394
R1 1.1432 1.1432 1.1383 1.1405
PP 1.1379 1.1379 1.1379 1.1365
S1 1.1320 1.1320 1.1363 1.1293
S2 1.1266 1.1266 1.1352
S3 1.1154 1.1207 1.1342
S4 1.1041 1.1095 1.1311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1147 0.0283 2.5% 0.0096 0.9% 28% False True 3,810
10 1.1538 1.1147 0.0391 3.5% 0.0088 0.8% 20% False True 3,415
20 1.1538 1.1147 0.0391 3.5% 0.0081 0.7% 20% False True 2,268
40 1.1538 1.1147 0.0391 3.5% 0.0074 0.7% 20% False True 1,307
60 1.1538 1.1147 0.0391 3.5% 0.0069 0.6% 20% False True 1,011
80 1.1671 1.1147 0.0524 4.7% 0.0063 0.6% 15% False True 783
100 1.1750 1.1147 0.0603 5.4% 0.0056 0.5% 13% False True 640
120 1.1975 1.1147 0.0828 7.4% 0.0053 0.5% 10% False True 541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 1.2187
2.618 1.1863
1.618 1.1665
1.000 1.1543
0.618 1.1467
HIGH 1.1345
0.618 1.1269
0.500 1.1246
0.382 1.1223
LOW 1.1147
0.618 1.1025
1.000 1.0949
1.618 1.0827
2.618 1.0629
4.250 1.0306
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 1.1246 1.1289
PP 1.1240 1.1268
S1 1.1233 1.1247

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

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