CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 1.2315 1.2299 -0.0016 -0.1% 1.2237
High 1.2334 1.2334 0.0000 0.0% 1.2320
Low 1.2315 1.2261 -0.0054 -0.4% 1.2211
Close 1.2330 1.2265 -0.0065 -0.5% 1.2257
Range 0.0020 0.0074 0.0054 276.9% 0.0109
ATR 0.0056 0.0058 0.0001 2.2% 0.0000
Volume 1,501 1,524 23 1.5% 26
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 1.2507 1.2460 1.2305
R3 1.2434 1.2386 1.2285
R2 1.2360 1.2360 1.2278
R1 1.2313 1.2313 1.2272 1.2300
PP 1.2287 1.2287 1.2287 1.2280
S1 1.2239 1.2239 1.2258 1.2226
S2 1.2213 1.2213 1.2252
S3 1.2140 1.2166 1.2245
S4 1.2066 1.2092 1.2225
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2589 1.2532 1.2316
R3 1.2480 1.2423 1.2286
R2 1.2371 1.2371 1.2276
R1 1.2314 1.2314 1.2266 1.2343
PP 1.2262 1.2262 1.2262 1.2277
S1 1.2205 1.2205 1.2247 1.2234
S2 1.2153 1.2153 1.2237
S3 1.2044 1.2096 1.2227
S4 1.1935 1.1987 1.2197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2334 1.2246 0.0089 0.7% 0.0044 0.4% 22% True False 606
10 1.2334 1.2137 0.0197 1.6% 0.0043 0.4% 65% True False 306
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 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2646
2.618 1.2526
1.618 1.2453
1.000 1.2408
0.618 1.2379
HIGH 1.2334
0.618 1.2306
0.500 1.2297
0.382 1.2289
LOW 1.2261
0.618 1.2215
1.000 1.2187
1.618 1.2142
2.618 1.2068
4.250 1.1948
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 1.2297 1.2295
PP 1.2287 1.2285
S1 1.2276 1.2275

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

View Archives - Comment on this page... - Back to Index of Symbols