CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 25-Jun-2021
Day Change Summary
Previous Current
24-Jun-2021 25-Jun-2021 Change Change % Previous Week
Open 1.1998 1.2033 0.0035 0.3% 1.1978
High 1.2022 1.2040 0.0019 0.2% 1.2040
Low 1.1988 1.1997 0.0009 0.1% 1.1918
Close 1.1998 1.1998 -0.0001 0.0% 1.1998
Range 0.0034 0.0044 0.0010 27.9% 0.0122
ATR 0.0061 0.0060 -0.0001 -2.1% 0.0000
Volume 0 28 28 54
Daily Pivots for day following 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2142 1.2113 1.2021
R3 1.2098 1.2070 1.2009
R2 1.2055 1.2055 1.2005
R1 1.2026 1.2026 1.2001 1.2019
PP 1.2011 1.2011 1.2011 1.2008
S1 1.1983 1.1983 1.1994 1.1975
S2 1.1968 1.1968 1.1990
S3 1.1924 1.1939 1.1986
S4 1.1881 1.1896 1.1974
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2351 1.2296 1.2065
R3 1.2229 1.2174 1.2031
R2 1.2107 1.2107 1.2020
R1 1.2052 1.2052 1.2009 1.2080
PP 1.1985 1.1985 1.1985 1.1999
S1 1.1930 1.1930 1.1986 1.1958
S2 1.1863 1.1863 1.1975
S3 1.1741 1.1808 1.1964
S4 1.1619 1.1686 1.1930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2040 1.1918 0.0122 1.0% 0.0054 0.4% 65% True False 10
10 1.2207 1.1918 0.0289 2.4% 0.0063 0.5% 28% False False 12
20 1.2318 1.1918 0.0400 3.3% 0.0059 0.5% 20% False False 321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2225
2.618 1.2154
1.618 1.2110
1.000 1.2084
0.618 1.2067
HIGH 1.2040
0.618 1.2023
0.500 1.2018
0.382 1.2013
LOW 1.1997
0.618 1.1970
1.000 1.1953
1.618 1.1926
2.618 1.1883
4.250 1.1812
Fisher Pivots for day following 25-Jun-2021
Pivot 1 day 3 day
R1 1.2018 1.2011
PP 1.2011 1.2006
S1 1.2004 1.2002

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

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