CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 23-Feb-2022
Day Change Summary
Previous Current
22-Feb-2022 23-Feb-2022 Change Change % Previous Week
Open 1.1449 1.1420 -0.0029 -0.3% 1.1437
High 1.1478 1.1420 -0.0058 -0.5% 1.1487
Low 1.1385 1.1402 0.0017 0.1% 1.1380
Close 1.1431 1.1402 -0.0029 -0.3% 1.1424
Range 0.0093 0.0018 -0.0075 -80.6% 0.0107
ATR 0.0063 0.0061 -0.0002 -3.9% 0.0000
Volume 682 280 -402 -58.9% 834
Daily Pivots for day following 23-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1462 1.1450 1.1412
R3 1.1444 1.1432 1.1407
R2 1.1426 1.1426 1.1405
R1 1.1414 1.1414 1.1404 1.1411
PP 1.1408 1.1408 1.1408 1.1407
S1 1.1396 1.1396 1.1400 1.1393
S2 1.1390 1.1390 1.1399
S3 1.1372 1.1378 1.1397
S4 1.1354 1.1360 1.1392
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% 17% False False 271
10 1.1547 1.1380 0.0167 1.5% 0.0049 0.4% 13% False False 216
20 1.1567 1.1210 0.0358 3.1% 0.0051 0.4% 54% False False 165
40 1.1567 1.1210 0.0358 3.1% 0.0047 0.4% 54% False False 127
60 1.1567 1.1210 0.0358 3.1% 0.0044 0.4% 54% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1497
2.618 1.1467
1.618 1.1449
1.000 1.1438
0.618 1.1431
HIGH 1.1420
0.618 1.1413
0.500 1.1411
0.382 1.1409
LOW 1.1402
0.618 1.1391
1.000 1.1384
1.618 1.1373
2.618 1.1355
4.250 1.1326
Fisher Pivots for day following 23-Feb-2022
Pivot 1 day 3 day
R1 1.1411 1.1432
PP 1.1408 1.1422
S1 1.1405 1.1412

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

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