CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1997 |
1.1998 |
0.0001 |
0.0% |
1.2188 |
| High |
1.2035 |
1.2022 |
-0.0014 |
-0.1% |
1.2207 |
| Low |
1.1981 |
1.1988 |
0.0007 |
0.1% |
1.1918 |
| Close |
1.1997 |
1.1998 |
0.0001 |
0.0% |
1.1940 |
| Range |
0.0054 |
0.0034 |
-0.0020 |
-37.0% |
0.0289 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2104 |
1.2085 |
1.2017 |
|
| R3 |
1.2070 |
1.2051 |
1.2007 |
|
| R2 |
1.2036 |
1.2036 |
1.2004 |
|
| R1 |
1.2017 |
1.2017 |
1.2001 |
1.2015 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.2001 |
| S1 |
1.1983 |
1.1983 |
1.1995 |
1.1981 |
| S2 |
1.1968 |
1.1968 |
1.1992 |
|
| S3 |
1.1934 |
1.1949 |
1.1989 |
|
| S4 |
1.1900 |
1.1915 |
1.1979 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2166 |
|
2.618 |
1.2111 |
|
1.618 |
1.2077 |
|
1.000 |
1.2056 |
|
0.618 |
1.2043 |
|
HIGH |
1.2022 |
|
0.618 |
1.2009 |
|
0.500 |
1.2005 |
|
0.382 |
1.2000 |
|
LOW |
1.1988 |
|
0.618 |
1.1966 |
|
1.000 |
1.1954 |
|
1.618 |
1.1932 |
|
2.618 |
1.1898 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2005 |
1.1996 |
| PP |
1.2002 |
1.1995 |
| S1 |
1.2000 |
1.1993 |
|