CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 1.2033 1.2000 -0.0033 -0.3% 1.1978
High 1.2040 1.2010 -0.0030 -0.2% 1.2040
Low 1.1997 1.1972 -0.0025 -0.2% 1.1918
Close 1.1998 1.1990 -0.0008 -0.1% 1.1998
Range 0.0044 0.0039 -0.0005 -11.5% 0.0122
ATR 0.0060 0.0058 -0.0002 -2.6% 0.0000
Volume 28 2 -26 -92.9% 54
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2106 1.2087 1.2011
R3 1.2068 1.2048 1.2001
R2 1.2029 1.2029 1.1997
R1 1.2010 1.2010 1.1994 1.2000
PP 1.1991 1.1991 1.1991 1.1986
S1 1.1971 1.1971 1.1986 1.1962
S2 1.1952 1.1952 1.1983
S3 1.1914 1.1933 1.1979
S4 1.1875 1.1894 1.1969
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 1.1951 0.0089 0.7% 0.0047 0.4% 44% False False 11
10 1.2207 1.1918 0.0289 2.4% 0.0065 0.5% 25% False False 11
20 1.2318 1.1918 0.0400 3.3% 0.0058 0.5% 18% False False 246
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2174
2.618 1.2111
1.618 1.2072
1.000 1.2049
0.618 1.2034
HIGH 1.2010
0.618 1.1995
0.500 1.1991
0.382 1.1986
LOW 1.1972
0.618 1.1948
1.000 1.1933
1.618 1.1909
2.618 1.1871
4.250 1.1808
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 1.1991 1.2006
PP 1.1991 1.2001
S1 1.1990 1.1995

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

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