CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 1.2210 1.2188 -0.0022 -0.2% 1.2239
High 1.2259 1.2194 -0.0066 -0.5% 1.2286
Low 1.2171 1.2170 -0.0001 0.0% 1.2171
Close 1.2171 1.2187 0.0016 0.1% 1.2171
Range 0.0089 0.0024 -0.0065 -72.9% 0.0116
ATR 0.0057 0.0054 -0.0002 -4.1% 0.0000
Volume 3 19 16 533.3% 311
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2255 1.2245 1.2200
R3 1.2231 1.2221 1.2193
R2 1.2207 1.2207 1.2191
R1 1.2197 1.2197 1.2189 1.2190
PP 1.2183 1.2183 1.2183 1.2180
S1 1.2173 1.2173 1.2184 1.2166
S2 1.2159 1.2159 1.2182
S3 1.2135 1.2149 1.2180
S4 1.2111 1.2125 1.2173
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2556 1.2479 1.2235
R3 1.2440 1.2363 1.2203
R2 1.2325 1.2325 1.2192
R1 1.2248 1.2248 1.2182 1.2229
PP 1.2209 1.2209 1.2209 1.2200
S1 1.2132 1.2132 1.2160 1.2113
S2 1.2094 1.2094 1.2150
S3 1.1978 1.2017 1.2139
S4 1.1863 1.1901 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2286 1.2170 0.0117 1.0% 0.0043 0.4% 15% False True 62
10 1.2318 1.2170 0.0149 1.2% 0.0052 0.4% 11% False True 481
20 1.2334 1.2170 0.0165 1.3% 0.0049 0.4% 10% False True 469
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2296
2.618 1.2256
1.618 1.2232
1.000 1.2218
0.618 1.2208
HIGH 1.2194
0.618 1.2184
0.500 1.2182
0.382 1.2179
LOW 1.2170
0.618 1.2155
1.000 1.2146
1.618 1.2131
2.618 1.2107
4.250 1.2068
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 1.2185 1.2214
PP 1.2183 1.2205
S1 1.2182 1.2196

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

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