CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 1.1970 1.1942 -0.0028 -0.2% 1.1978
High 1.1995 1.1973 -0.0022 -0.2% 1.2040
Low 1.1948 1.1914 -0.0034 -0.3% 1.1918
Close 1.1969 1.1914 -0.0056 -0.5% 1.1998
Range 0.0047 0.0059 0.0012 25.5% 0.0122
ATR 0.0058 0.0058 0.0000 0.2% 0.0000
Volume 2 8 6 300.0% 54
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2110 1.2071 1.1946
R3 1.2051 1.2012 1.1930
R2 1.1992 1.1992 1.1924
R1 1.1953 1.1953 1.1919 1.1943
PP 1.1933 1.1933 1.1933 1.1928
S1 1.1894 1.1894 1.1908 1.1884
S2 1.1874 1.1874 1.1903
S3 1.1815 1.1835 1.1897
S4 1.1756 1.1776 1.1881
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 1.1914 0.0127 1.1% 0.0044 0.4% 0% False True 8
10 1.2071 1.1914 0.0158 1.3% 0.0060 0.5% 0% False True 9
20 1.2286 1.1914 0.0373 3.1% 0.0059 0.5% 0% False True 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2223
2.618 1.2127
1.618 1.2068
1.000 1.2032
0.618 1.2009
HIGH 1.1973
0.618 1.1950
0.500 1.1943
0.382 1.1936
LOW 1.1914
0.618 1.1877
1.000 1.1855
1.618 1.1818
2.618 1.1759
4.250 1.1663
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 1.1943 1.1962
PP 1.1933 1.1946
S1 1.1923 1.1930

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

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