CME Euro FX (E) Future September 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 1.1420 1.1390 -0.0030 -0.3% 1.1437
High 1.1420 1.1390 -0.0030 -0.3% 1.1487
Low 1.1402 1.1200 -0.0202 -1.8% 1.1380
Close 1.1402 1.1278 -0.0125 -1.1% 1.1424
Range 0.0018 0.0190 0.0172 955.6% 0.0107
ATR 0.0061 0.0071 0.0010 16.5% 0.0000
Volume 280 1,070 790 282.1% 834
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1859 1.1758 1.1382
R3 1.1669 1.1568 1.1330
R2 1.1479 1.1479 1.1312
R1 1.1378 1.1378 1.1295 1.1334
PP 1.1289 1.1289 1.1289 1.1267
S1 1.1188 1.1188 1.1260 1.1144
S2 1.1099 1.1099 1.1243
S3 1.0909 1.0998 1.1225
S4 1.0719 1.0808 1.1173
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 1.1478 1.1200 0.0278 2.5% 0.0080 0.7% 28% False True 451
10 1.1547 1.1200 0.0347 3.1% 0.0068 0.6% 22% False True 321
20 1.1567 1.1200 0.0367 3.3% 0.0058 0.5% 21% False True 214
40 1.1567 1.1200 0.0367 3.3% 0.0052 0.5% 21% False True 154
60 1.1567 1.1200 0.0367 3.3% 0.0047 0.4% 21% False True 108
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 0.0012
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.2198
2.618 1.1887
1.618 1.1697
1.000 1.1580
0.618 1.1507
HIGH 1.1390
0.618 1.1317
0.500 1.1295
0.382 1.1273
LOW 1.1200
0.618 1.1083
1.000 1.1010
1.618 1.0893
2.618 1.0703
4.250 1.0393
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 1.1295 1.1339
PP 1.1289 1.1319
S1 1.1283 1.1298

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

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