CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 01-Mar-2022
Day Change Summary
Previous Current
28-Feb-2022 01-Mar-2022 Change Change % Previous Week
Open 1.1238 1.1320 0.0082 0.7% 1.1449
High 1.1319 1.1320 0.0001 0.0% 1.1478
Low 1.1234 1.1180 -0.0054 -0.5% 1.1200
Close 1.1318 1.1210 -0.0108 -0.9% 1.1358
Range 0.0085 0.0140 0.0055 64.7% 0.0278
ATR 0.0077 0.0082 0.0004 5.8% 0.0000
Volume 449 686 237 52.8% 2,446
Daily Pivots for day following 01-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1657 1.1573 1.1287
R3 1.1517 1.1433 1.1249
R2 1.1377 1.1377 1.1236
R1 1.1293 1.1293 1.1223 1.1265
PP 1.1237 1.1237 1.1237 1.1223
S1 1.1153 1.1153 1.1197 1.1125
S2 1.1097 1.1097 1.1184
S3 1.0957 1.1013 1.1172
S4 1.0817 1.0873 1.1133
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 1.1420 1.1180 0.0240 2.1% 0.0108 1.0% 13% False True 579
10 1.1487 1.1180 0.0307 2.7% 0.0079 0.7% 10% False True 421
20 1.1567 1.1180 0.0387 3.5% 0.0067 0.6% 8% False True 276
40 1.1567 1.1180 0.0387 3.5% 0.0055 0.5% 8% False True 190
60 1.1567 1.1180 0.0387 3.5% 0.0050 0.4% 8% False True 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1915
2.618 1.1687
1.618 1.1547
1.000 1.1460
0.618 1.1407
HIGH 1.1320
0.618 1.1267
0.500 1.1250
0.382 1.1233
LOW 1.1180
0.618 1.1093
1.000 1.1040
1.618 1.0953
2.618 1.0813
4.250 1.0585
Fisher Pivots for day following 01-Mar-2022
Pivot 1 day 3 day
R1 1.1250 1.1272
PP 1.1237 1.1251
S1 1.1223 1.1231

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

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