CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 1.2239 1.2242 0.0003 0.0% 1.2299
High 1.2267 1.2258 -0.0009 -0.1% 1.2318
Low 1.2218 1.2237 0.0019 0.2% 1.2177
Close 1.2266 1.2250 -0.0016 -0.1% 1.2236
Range 0.0049 0.0022 -0.0027 -55.7% 0.0142
ATR 0.0059 0.0056 -0.0002 -3.6% 0.0000
Volume 20 27 7 35.0% 4,486
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2313 1.2303 1.2262
R3 1.2291 1.2281 1.2256
R2 1.2270 1.2270 1.2254
R1 1.2260 1.2260 1.2252 1.2265
PP 1.2248 1.2248 1.2248 1.2251
S1 1.2238 1.2238 1.2248 1.2243
S2 1.2227 1.2227 1.2246
S3 1.2205 1.2217 1.2244
S4 1.2184 1.2195 1.2238
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2668 1.2593 1.2313
R3 1.2526 1.2452 1.2274
R2 1.2385 1.2385 1.2261
R1 1.2310 1.2310 1.2248 1.2277
PP 1.2243 1.2243 1.2243 1.2227
S1 1.2169 1.2169 1.2223 1.2135
S2 1.2102 1.2102 1.2210
S3 1.1960 1.2027 1.2197
S4 1.1819 1.1886 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2284 1.2177 0.0107 0.9% 0.0056 0.5% 69% False False 906
10 1.2334 1.2177 0.0158 1.3% 0.0051 0.4% 47% False False 907
20 1.2334 1.2137 0.0197 1.6% 0.0045 0.4% 57% False False 455
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2349
2.618 1.2314
1.618 1.2293
1.000 1.2280
0.618 1.2271
HIGH 1.2258
0.618 1.2250
0.500 1.2247
0.382 1.2245
LOW 1.2237
0.618 1.2223
1.000 1.2215
1.618 1.2202
2.618 1.2180
4.250 1.2145
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 1.2249 1.2241
PP 1.2248 1.2231
S1 1.2247 1.2222

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

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