CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 25-Feb-2022
Day Change Summary
Previous Current
24-Feb-2022 25-Feb-2022 Change Change % Previous Week
Open 1.1390 1.1284 -0.0107 -0.9% 1.1449
High 1.1390 1.1364 -0.0026 -0.2% 1.1478
Low 1.1200 1.1259 0.0059 0.5% 1.1200
Close 1.1278 1.1358 0.0080 0.7% 1.1358
Range 0.0190 0.0106 -0.0085 -44.5% 0.0278
ATR 0.0071 0.0073 0.0002 3.5% 0.0000
Volume 1,070 414 -656 -61.3% 2,446
Daily Pivots for day following 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1643 1.1606 1.1416
R3 1.1538 1.1500 1.1387
R2 1.1432 1.1432 1.1377
R1 1.1395 1.1395 1.1367 1.1414
PP 1.1327 1.1327 1.1327 1.1336
S1 1.1289 1.1289 1.1348 1.1308
S2 1.1221 1.1221 1.1338
S3 1.1116 1.1184 1.1328
S4 1.1010 1.1078 1.1299
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.2179 1.2046 1.1510
R3 1.1901 1.1768 1.1434
R2 1.1623 1.1623 1.1408
R1 1.1490 1.1490 1.1383 1.1418
PP 1.1345 1.1345 1.1345 1.1309
S1 1.1212 1.1212 1.1332 1.1140
S2 1.1067 1.1067 1.1307
S3 1.0789 1.0934 1.1281
S4 1.0511 1.0656 1.1205
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 2.4% 0.0093 0.8% 57% False False 490
10 1.1510 1.1200 0.0310 2.7% 0.0071 0.6% 51% False False 338
20 1.1567 1.1200 0.0367 3.2% 0.0061 0.5% 43% False False 227
40 1.1567 1.1200 0.0367 3.2% 0.0052 0.5% 43% False False 164
60 1.1567 1.1200 0.0367 3.2% 0.0048 0.4% 43% False False 114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1812
2.618 1.1640
1.618 1.1535
1.000 1.1470
0.618 1.1429
HIGH 1.1364
0.618 1.1324
0.500 1.1311
0.382 1.1299
LOW 1.1259
0.618 1.1193
1.000 1.1153
1.618 1.1088
2.618 1.0982
4.250 1.0810
Fisher Pivots for day following 25-Feb-2022
Pivot 1 day 3 day
R1 1.1342 1.1342
PP 1.1327 1.1326
S1 1.1311 1.1310

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

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