CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 1.2181 1.2071 -0.0110 -0.9% 1.2239
High 1.2197 1.2071 -0.0126 -1.0% 1.2286
Low 1.2071 1.1960 -0.0111 -0.9% 1.2171
Close 1.2086 1.1978 -0.0108 -0.9% 1.2171
Range 0.0126 0.0111 -0.0015 -11.9% 0.0116
ATR 0.0058 0.0063 0.0005 8.4% 0.0000
Volume 24 25 1 4.2% 311
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2336 1.2268 1.2039
R3 1.2225 1.2157 1.2009
R2 1.2114 1.2114 1.1998
R1 1.2046 1.2046 1.1988 1.2025
PP 1.2003 1.2003 1.2003 1.1992
S1 1.1935 1.1935 1.1968 1.1914
S2 1.1892 1.1892 1.1958
S3 1.1781 1.1824 1.1947
S4 1.1670 1.1713 1.1917
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 1.2259 1.1960 0.0299 2.5% 0.0076 0.6% 6% False True 14
10 1.2286 1.1960 0.0326 2.7% 0.0060 0.5% 6% False True 175
20 1.2334 1.1960 0.0374 3.1% 0.0055 0.5% 5% False True 470
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2543
2.618 1.2362
1.618 1.2251
1.000 1.2182
0.618 1.2140
HIGH 1.2071
0.618 1.2029
0.500 1.2016
0.382 1.2002
LOW 1.1960
0.618 1.1891
1.000 1.1849
1.618 1.1780
2.618 1.1669
4.250 1.1488
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 1.2016 1.2084
PP 1.2003 1.2048
S1 1.1991 1.2013

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

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