CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 1.2000 1.1970 -0.0030 -0.3% 1.1978
High 1.2010 1.1995 -0.0016 -0.1% 1.2040
Low 1.1972 1.1948 -0.0024 -0.2% 1.1918
Close 1.1990 1.1969 -0.0021 -0.2% 1.1998
Range 0.0039 0.0047 0.0009 22.1% 0.0122
ATR 0.0058 0.0058 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 54
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2111 1.2087 1.1995
R3 1.2064 1.2040 1.1982
R2 1.2017 1.2017 1.1978
R1 1.1993 1.1993 1.1973 1.1982
PP 1.1970 1.1970 1.1970 1.1965
S1 1.1946 1.1946 1.1965 1.1935
S2 1.1923 1.1923 1.1960
S3 1.1876 1.1899 1.1956
S4 1.1829 1.1852 1.1943
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 1.1948 0.0093 0.8% 0.0043 0.4% 23% False True 6
10 1.2197 1.1918 0.0279 2.3% 0.0066 0.6% 18% False False 11
20 1.2286 1.1918 0.0368 3.1% 0.0058 0.5% 14% False False 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2194
2.618 1.2118
1.618 1.2071
1.000 1.2042
0.618 1.2024
HIGH 1.1995
0.618 1.1977
0.500 1.1971
0.382 1.1965
LOW 1.1948
0.618 1.1918
1.000 1.1901
1.618 1.1871
2.618 1.1824
4.250 1.1748
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 1.1971 1.1994
PP 1.1970 1.1986
S1 1.1970 1.1977

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

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