CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 03-Mar-2022
Day Change Summary
Previous Current
02-Mar-2022 03-Mar-2022 Change Change % Previous Week
Open 1.1195 1.1202 0.0007 0.1% 1.1449
High 1.1224 1.1222 -0.0003 0.0% 1.1478
Low 1.1145 1.1132 -0.0013 -0.1% 1.1200
Close 1.1215 1.1148 -0.0067 -0.6% 1.1358
Range 0.0080 0.0090 0.0011 13.2% 0.0278
ATR 0.0081 0.0082 0.0001 0.8% 0.0000
Volume 1,766 384 -1,382 -78.3% 2,446
Daily Pivots for day following 03-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1437 1.1382 1.1197
R3 1.1347 1.1292 1.1172
R2 1.1257 1.1257 1.1164
R1 1.1202 1.1202 1.1156 1.1185
PP 1.1167 1.1167 1.1167 1.1158
S1 1.1112 1.1112 1.1139 1.1095
S2 1.1077 1.1077 1.1131
S3 1.0987 1.1022 1.1123
S4 1.0897 1.0932 1.1098
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 1.1364 1.1132 0.0233 2.1% 0.0100 0.9% 7% False True 739
10 1.1478 1.1132 0.0347 3.1% 0.0090 0.8% 5% False True 595
20 1.1567 1.1132 0.0436 3.9% 0.0074 0.7% 4% False True 369
40 1.1567 1.1132 0.0436 3.9% 0.0057 0.5% 4% False True 244
60 1.1567 1.1132 0.0436 3.9% 0.0052 0.5% 4% False True 168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1604
2.618 1.1457
1.618 1.1367
1.000 1.1312
0.618 1.1277
HIGH 1.1222
0.618 1.1187
0.500 1.1177
0.382 1.1166
LOW 1.1132
0.618 1.1076
1.000 1.1042
1.618 1.0986
2.618 1.0896
4.250 1.0749
Fisher Pivots for day following 03-Mar-2022
Pivot 1 day 3 day
R1 1.1177 1.1226
PP 1.1167 1.1200
S1 1.1157 1.1174

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

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