CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 1.1284 1.1238 -0.0046 -0.4% 1.1449
High 1.1364 1.1319 -0.0045 -0.4% 1.1478
Low 1.1259 1.1234 -0.0025 -0.2% 1.1200
Close 1.1358 1.1318 -0.0040 -0.4% 1.1358
Range 0.0106 0.0085 -0.0021 -19.4% 0.0278
ATR 0.0073 0.0077 0.0004 4.9% 0.0000
Volume 414 449 35 8.5% 2,446
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1545 1.1516 1.1364
R3 1.1460 1.1431 1.1341
R2 1.1375 1.1375 1.1333
R1 1.1346 1.1346 1.1325 1.1361
PP 1.1290 1.1290 1.1290 1.1297
S1 1.1261 1.1261 1.1310 1.1276
S2 1.1205 1.1205 1.1302
S3 1.1120 1.1176 1.1294
S4 1.1035 1.1091 1.1271
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 2.5% 0.0098 0.9% 42% False False 579
10 1.1487 1.1200 0.0287 2.5% 0.0071 0.6% 41% False False 372
20 1.1567 1.1200 0.0367 3.2% 0.0063 0.6% 32% False False 242
40 1.1567 1.1200 0.0367 3.2% 0.0054 0.5% 32% False False 174
60 1.1567 1.1200 0.0367 3.2% 0.0049 0.4% 32% False False 121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1542
1.618 1.1457
1.000 1.1404
0.618 1.1372
HIGH 1.1319
0.618 1.1287
0.500 1.1277
0.382 1.1266
LOW 1.1234
0.618 1.1181
1.000 1.1149
1.618 1.1096
2.618 1.1011
4.250 1.0873
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 1.1304 1.1310
PP 1.1290 1.1303
S1 1.1277 1.1295

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

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