CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 24-Feb-2022
Day Change Summary
Previous Current
23-Feb-2022 24-Feb-2022 Change Change % Previous Week
Open 1.1502 1.1454 -0.0048 -0.4% 1.1459
High 1.1502 1.1455 -0.0047 -0.4% 1.1540
Low 1.1454 1.1256 -0.0199 -1.7% 1.1449
Close 1.1458 1.1333 -0.0125 -1.1% 1.1478
Range 0.0048 0.0200 0.0152 320.0% 0.0091
ATR 0.0056 0.0066 0.0010 18.8% 0.0000
Volume 219 1,067 848 387.2% 466
Daily Pivots for day following 24-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1946 1.1839 1.1442
R3 1.1747 1.1639 1.1387
R2 1.1547 1.1547 1.1369
R1 1.1440 1.1440 1.1351 1.1394
PP 1.1348 1.1348 1.1348 1.1325
S1 1.1240 1.1240 1.1314 1.1194
S2 1.1148 1.1148 1.1296
S3 1.0949 1.1041 1.1278
S4 1.0749 1.0841 1.1223
Weekly Pivots for week ending 18-Feb-2022
Classic Woodie Camarilla DeMark
R4 1.1762 1.1711 1.1528
R3 1.1671 1.1620 1.1503
R2 1.1580 1.1580 1.1494
R1 1.1529 1.1529 1.1486 1.1554
PP 1.1489 1.1489 1.1489 1.1502
S1 1.1438 1.1438 1.1469 1.1463
S2 1.1398 1.1398 1.1461
S3 1.1307 1.1347 1.1452
S4 1.1216 1.1256 1.1427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1524 1.1256 0.0269 2.4% 0.0082 0.7% 29% False True 300
10 1.1601 1.1256 0.0345 3.0% 0.0062 0.5% 22% False True 195
20 1.1611 1.1256 0.0355 3.1% 0.0049 0.4% 22% False True 149
40 1.1611 1.1256 0.0355 3.1% 0.0038 0.3% 22% False True 103
60 1.1611 1.1256 0.0355 3.1% 0.0034 0.3% 22% False True 76
80 1.1733 1.1256 0.0478 4.2% 0.0033 0.3% 16% False True 71
100 1.1809 1.1256 0.0553 4.9% 0.0029 0.3% 14% False True 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 1.2303
2.618 1.1977
1.618 1.1778
1.000 1.1655
0.618 1.1578
HIGH 1.1455
0.618 1.1379
0.500 1.1355
0.382 1.1332
LOW 1.1256
0.618 1.1132
1.000 1.1056
1.618 1.0933
2.618 1.0733
4.250 1.0408
Fisher Pivots for day following 24-Feb-2022
Pivot 1 day 3 day
R1 1.1355 1.1383
PP 1.1348 1.1366
S1 1.1340 1.1349

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

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