CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 1.2071 1.1983 -0.0088 -0.7% 1.2188
High 1.2071 1.1990 -0.0082 -0.7% 1.2207
Low 1.1960 1.1918 -0.0042 -0.4% 1.1918
Close 1.1978 1.1940 -0.0039 -0.3% 1.1940
Range 0.0111 0.0072 -0.0040 -35.6% 0.0289
ATR 0.0063 0.0063 0.0001 1.0% 0.0000
Volume 25 6 -19 -76.0% 75
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2164 1.2123 1.1979
R3 1.2092 1.2052 1.1959
R2 1.2021 1.2021 1.1953
R1 1.1980 1.1980 1.1946 1.1965
PP 1.1949 1.1949 1.1949 1.1941
S1 1.1909 1.1909 1.1933 1.1893
S2 1.1878 1.1878 1.1926
S3 1.1806 1.1837 1.1920
S4 1.1735 1.1766 1.1900
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2889 1.2703 1.2098
R3 1.2600 1.2414 1.2019
R2 1.2311 1.2311 1.1992
R1 1.2125 1.2125 1.1966 1.2073
PP 1.2022 1.2022 1.2022 1.1996
S1 1.1836 1.1836 1.1913 1.1784
S2 1.1733 1.1733 1.1887
S3 1.1444 1.1547 1.1860
S4 1.1155 1.1258 1.1781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2207 1.1918 0.0289 2.4% 0.0073 0.6% 7% False True 15
10 1.2286 1.1918 0.0368 3.1% 0.0060 0.5% 6% False True 38
20 1.2334 1.1918 0.0416 3.5% 0.0057 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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2293
2.618 1.2177
1.618 1.2105
1.000 1.2061
0.618 1.2034
HIGH 1.1990
0.618 1.1962
0.500 1.1954
0.382 1.1945
LOW 1.1918
0.618 1.1874
1.000 1.1847
1.618 1.1802
2.618 1.1731
4.250 1.1614
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 1.1954 1.2058
PP 1.1949 1.2018
S1 1.1944 1.1979

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

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