CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 1.2299 1.2283 -0.0017 -0.1% 1.2294
High 1.2318 1.2283 -0.0036 -0.3% 1.2334
Low 1.2268 1.2237 -0.0031 -0.3% 1.2212
Close 1.2299 1.2283 -0.0017 -0.1% 1.2272
Range 0.0051 0.0046 -0.0005 -8.9% 0.0123
ATR 0.0055 0.0056 0.0001 0.9% 0.0000
Volume 0 1,508 1,508 4,541
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2405 1.2390 1.2308
R3 1.2359 1.2344 1.2295
R2 1.2313 1.2313 1.2291
R1 1.2298 1.2298 1.2287 1.2306
PP 1.2267 1.2267 1.2267 1.2271
S1 1.2252 1.2252 1.2278 1.2260
S2 1.2221 1.2221 1.2274
S3 1.2175 1.2206 1.2270
S4 1.2129 1.2160 1.2257
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% 0.0052 0.4% 58% False False 909
10 1.2334 1.2212 0.0123 1.0% 0.0048 0.4% 58% False False 606
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2478
2.618 1.2403
1.618 1.2357
1.000 1.2329
0.618 1.2311
HIGH 1.2283
0.618 1.2265
0.500 1.2260
0.382 1.2254
LOW 1.2237
0.618 1.2208
1.000 1.2191
1.618 1.2162
2.618 1.2116
4.250 1.2041
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 1.2275 1.2277
PP 1.2267 1.2271
S1 1.2260 1.2265

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

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