CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 1.2285 1.2250 -0.0035 -0.3% 1.2294
High 1.2285 1.2272 -0.0014 -0.1% 1.2334
Low 1.2258 1.2212 -0.0046 -0.4% 1.2212
Close 1.2270 1.2272 0.0002 0.0% 1.2272
Range 0.0028 0.0060 0.0033 118.2% 0.0123
ATR 0.0055 0.0056 0.0000 0.6% 0.0000
Volume 6 1,508 1,502 25,033.3% 4,541
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.2432 1.2412 1.2305
R3 1.2372 1.2352 1.2288
R2 1.2312 1.2312 1.2283
R1 1.2292 1.2292 1.2277 1.2302
PP 1.2252 1.2252 1.2252 1.2257
S1 1.2232 1.2232 1.2266 1.2242
S2 1.2192 1.2192 1.2261
S3 1.2132 1.2172 1.2255
S4 1.2072 1.2112 1.2239
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 1.2640 1.2578 1.2339
R3 1.2517 1.2456 1.2305
R2 1.2395 1.2395 1.2294
R1 1.2333 1.2333 1.2283 1.2303
PP 1.2272 1.2272 1.2272 1.2257
S1 1.2211 1.2211 1.2260 1.2180
S2 1.2150 1.2150 1.2249
S3 1.2027 1.2088 1.2238
S4 1.1905 1.1966 1.2204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2334 1.2212 0.0123 1.0% 0.0045 0.4% 49% False True 908
10 1.2334 1.2211 0.0124 1.0% 0.0046 0.4% 49% False False 456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2527
2.618 1.2429
1.618 1.2369
1.000 1.2332
0.618 1.2309
HIGH 1.2272
0.618 1.2249
0.500 1.2242
0.382 1.2234
LOW 1.2212
0.618 1.2174
1.000 1.2152
1.618 1.2114
2.618 1.2054
4.250 1.1957
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 1.2262 1.2273
PP 1.2252 1.2272
S1 1.2242 1.2272

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

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