CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 02-Mar-2022
Day Change Summary
Previous Current
01-Mar-2022 02-Mar-2022 Change Change % Previous Week
Open 1.1320 1.1195 -0.0125 -1.1% 1.1449
High 1.1320 1.1224 -0.0096 -0.8% 1.1478
Low 1.1180 1.1145 -0.0036 -0.3% 1.1200
Close 1.1210 1.1215 0.0005 0.0% 1.1358
Range 0.0140 0.0080 -0.0061 -43.2% 0.0278
ATR 0.0082 0.0081 0.0000 -0.2% 0.0000
Volume 686 1,766 1,080 157.4% 2,446
Daily Pivots for day following 02-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1433 1.1403 1.1258
R3 1.1353 1.1324 1.1236
R2 1.1274 1.1274 1.1229
R1 1.1244 1.1244 1.1222 1.1259
PP 1.1194 1.1194 1.1194 1.1202
S1 1.1165 1.1165 1.1207 1.1180
S2 1.1115 1.1115 1.1200
S3 1.1035 1.1085 1.1193
S4 1.0956 1.1006 1.1171
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 1.1390 1.1145 0.0246 2.2% 0.0120 1.1% 29% False True 877
10 1.1487 1.1145 0.0343 3.1% 0.0085 0.8% 20% False True 574
20 1.1567 1.1145 0.0423 3.8% 0.0071 0.6% 17% False True 364
40 1.1567 1.1145 0.0423 3.8% 0.0056 0.5% 17% False True 234
60 1.1567 1.1145 0.0423 3.8% 0.0051 0.5% 17% False True 162
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1562
2.618 1.1432
1.618 1.1353
1.000 1.1304
0.618 1.1273
HIGH 1.1224
0.618 1.1194
0.500 1.1184
0.382 1.1175
LOW 1.1145
0.618 1.1095
1.000 1.1065
1.618 1.1016
2.618 1.0936
4.250 1.0807
Fisher Pivots for day following 02-Mar-2022
Pivot 1 day 3 day
R1 1.1204 1.1232
PP 1.1194 1.1226
S1 1.1184 1.1220

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

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