CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 07-Mar-2022
Day Change Summary
Previous Current
04-Mar-2022 07-Mar-2022 Change Change % Previous Week
Open 1.1128 1.1011 -0.0117 -1.1% 1.1238
High 1.1154 1.1014 -0.0140 -1.3% 1.1320
Low 1.0979 1.0917 -0.0062 -0.6% 1.0979
Close 1.1004 1.0940 -0.0064 -0.6% 1.1004
Range 0.0175 0.0097 -0.0078 -44.7% 0.0341
ATR 0.0089 0.0089 0.0001 0.6% 0.0000
Volume 2,923 2,106 -817 -28.0% 6,208
Daily Pivots for day following 07-Mar-2022
Classic Woodie Camarilla DeMark
R4 1.1246 1.1190 1.0993
R3 1.1150 1.1093 1.0967
R2 1.1053 1.1053 1.0958
R1 1.0997 1.0997 1.0949 1.0977
PP 1.0957 1.0957 1.0957 1.0947
S1 1.0900 1.0900 1.0931 1.0880
S2 1.0860 1.0860 1.0922
S3 1.0764 1.0804 1.0913
S4 1.0667 1.0707 1.0887
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 1.0917 0.0403 3.7% 0.0116 1.1% 6% False True 1,573
10 1.1478 1.0917 0.0561 5.1% 0.0107 1.0% 4% False True 1,076
20 1.1547 1.0917 0.0630 5.8% 0.0076 0.7% 4% False True 607
40 1.1567 1.0917 0.0650 5.9% 0.0063 0.6% 4% False True 367
60 1.1567 1.0917 0.0650 5.9% 0.0054 0.5% 4% False True 251
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1424
2.618 1.1266
1.618 1.1170
1.000 1.1110
0.618 1.1073
HIGH 1.1014
0.618 1.0977
0.500 1.0965
0.382 1.0954
LOW 1.0917
0.618 1.0857
1.000 1.0821
1.618 1.0761
2.618 1.0664
4.250 1.0507
Fisher Pivots for day following 07-Mar-2022
Pivot 1 day 3 day
R1 1.0965 1.1069
PP 1.0957 1.1026
S1 1.0948 1.0983

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

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