CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 04-Mar-2022
Day Change Summary
Previous Current
03-Mar-2022 04-Mar-2022 Change Change % Previous Week
Open 1.1202 1.1128 -0.0075 -0.7% 1.1238
High 1.1222 1.1154 -0.0068 -0.6% 1.1320
Low 1.1132 1.0979 -0.0153 -1.4% 1.0979
Close 1.1148 1.1004 -0.0144 -1.3% 1.1004
Range 0.0090 0.0175 0.0085 93.9% 0.0341
ATR 0.0082 0.0089 0.0007 8.1% 0.0000
Volume 384 2,923 2,539 661.2% 6,208
Daily Pivots for day following 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1569 1.1461 1.1099
R3 1.1394 1.1286 1.1051
R2 1.1220 1.1220 1.1035
R1 1.1112 1.1112 1.1019 1.1079
PP 1.1045 1.1045 1.1045 1.1029
S1 1.0937 1.0937 1.0988 1.0904
S2 1.0871 1.0871 1.0972
S3 1.0696 1.0763 1.0956
S4 1.0522 1.0588 1.0908
Weekly Pivots for week ending 04-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.2124 1.1905 1.1191
R3 1.1783 1.1564 1.1097
R2 1.1442 1.1442 1.1066
R1 1.1223 1.1223 1.1035 1.1162
PP 1.1101 1.1101 1.1101 1.1070
S1 1.0882 1.0882 1.0972 1.0821
S2 1.0760 1.0760 1.0941
S3 1.0419 1.0541 1.0910
S4 1.0078 1.0200 1.0816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1320 1.0979 0.0341 3.1% 0.0114 1.0% 7% False True 1,241
10 1.1478 1.0979 0.0499 4.5% 0.0104 0.9% 5% False True 865
20 1.1567 1.0979 0.0588 5.3% 0.0074 0.7% 4% False True 505
40 1.1567 1.0979 0.0588 5.3% 0.0061 0.6% 4% False True 315
60 1.1567 1.0979 0.0588 5.3% 0.0054 0.5% 4% False True 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1895
2.618 1.1610
1.618 1.1436
1.000 1.1328
0.618 1.1261
HIGH 1.1154
0.618 1.1087
0.500 1.1066
0.382 1.1046
LOW 1.0979
0.618 1.0871
1.000 1.0805
1.618 1.0697
2.618 1.0522
4.250 1.0237
Fisher Pivots for day following 04-Mar-2022
Pivot 1 day 3 day
R1 1.1066 1.1102
PP 1.1045 1.1069
S1 1.1024 1.1036

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

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