CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 1.2290 1.2281 -0.0009 -0.1% 1.2251
High 1.2320 1.2298 -0.0022 -0.2% 1.2256
Low 1.2242 1.2281 0.0039 0.3% 1.2137
Close 1.2249 1.2295 0.0047 0.4% 1.2222
Range 0.0078 0.0017 -0.0061 -78.1% 0.0119
ATR
Volume 10 2 -8 -80.0% 54
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 1.2342 1.2336 1.2304
R3 1.2325 1.2319 1.2300
R2 1.2308 1.2308 1.2298
R1 1.2302 1.2302 1.2297 1.2305
PP 1.2291 1.2291 1.2291 1.2293
S1 1.2285 1.2285 1.2293 1.2288
S2 1.2274 1.2274 1.2292
S3 1.2257 1.2268 1.2290
S4 1.2240 1.2251 1.2286
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 1.2562 1.2511 1.2287
R3 1.2443 1.2392 1.2254
R2 1.2324 1.2324 1.2243
R1 1.2273 1.2273 1.2232 1.2239
PP 1.2205 1.2205 1.2205 1.2188
S1 1.2154 1.2154 1.2211 1.2120
S2 1.2086 1.2086 1.2200
S3 1.1967 1.2035 1.2189
S4 1.1848 1.1916 1.2156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2320 1.2211 0.0109 0.9% 0.0037 0.3% 78% False False 6
10 1.2320 1.2137 0.0183 1.5% 0.0037 0.3% 87% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2370
2.618 1.2343
1.618 1.2326
1.000 1.2315
0.618 1.2309
HIGH 1.2298
0.618 1.2292
0.500 1.2290
0.382 1.2287
LOW 1.2281
0.618 1.2270
1.000 1.2264
1.618 1.2253
2.618 1.2236
4.250 1.2209
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 1.2293 1.2290
PP 1.2291 1.2286
S1 1.2290 1.2281

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

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