CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 22-Feb-2022
Day Change Summary
Previous Current
18-Feb-2022 22-Feb-2022 Change Change % Previous Week
Open 1.1437 1.1449 0.0012 0.1% 1.1437
High 1.1470 1.1478 0.0009 0.1% 1.1487
Low 1.1409 1.1385 -0.0024 -0.2% 1.1380
Close 1.1424 1.1431 0.0007 0.1% 1.1424
Range 0.0061 0.0093 0.0033 53.7% 0.0107
ATR 0.0061 0.0063 0.0002 3.7% 0.0000
Volume 5 682 677 13,540.0% 834
Daily Pivots for day following 22-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1710 1.1664 1.1482
R3 1.1617 1.1571 1.1457
R2 1.1524 1.1524 1.1448
R1 1.1478 1.1478 1.1440 1.1455
PP 1.1431 1.1431 1.1431 1.1420
S1 1.1385 1.1385 1.1422 1.1362
S2 1.1338 1.1338 1.1414
S3 1.1245 1.1292 1.1405
S4 1.1152 1.1199 1.1380
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1751 1.1695 1.1483
R3 1.1644 1.1588 1.1453
R2 1.1537 1.1537 1.1444
R1 1.1481 1.1481 1.1434 1.1456
PP 1.1430 1.1430 1.1430 1.1418
S1 1.1374 1.1374 1.1414 1.1349
S2 1.1323 1.1323 1.1404
S3 1.1216 1.1267 1.1395
S4 1.1109 1.1160 1.1365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1487 1.1385 0.0102 0.9% 0.0050 0.4% 45% False True 263
10 1.1547 1.1380 0.0167 1.5% 0.0051 0.4% 31% False False 201
20 1.1567 1.1210 0.0358 3.1% 0.0052 0.5% 62% False False 151
40 1.1567 1.1210 0.0358 3.1% 0.0047 0.4% 62% False False 120
60 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 62% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1873
2.618 1.1721
1.618 1.1628
1.000 1.1571
0.618 1.1535
HIGH 1.1478
0.618 1.1442
0.500 1.1432
0.382 1.1421
LOW 1.1385
0.618 1.1328
1.000 1.1292
1.618 1.1235
2.618 1.1142
4.250 1.0990
Fisher Pivots for day following 22-Feb-2022
Pivot 1 day 3 day
R1 1.1432 1.1432
PP 1.1431 1.1431
S1 1.1431 1.1431

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

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