CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 1.1942 1.1935 -0.0007 -0.1% 1.1978
High 1.1973 1.1948 -0.0025 -0.2% 1.2040
Low 1.1914 1.1905 -0.0009 -0.1% 1.1918
Close 1.1914 1.1907 -0.0007 -0.1% 1.1998
Range 0.0059 0.0043 -0.0016 -27.1% 0.0122
ATR 0.0058 0.0057 -0.0001 -1.8% 0.0000
Volume 8 4 -4 -50.0% 54
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2049 1.2021 1.1931
R3 1.2006 1.1978 1.1919
R2 1.1963 1.1963 1.1915
R1 1.1935 1.1935 1.1911 1.1927
PP 1.1920 1.1920 1.1920 1.1916
S1 1.1892 1.1892 1.1903 1.1884
S2 1.1877 1.1877 1.1899
S3 1.1834 1.1849 1.1895
S4 1.1791 1.1806 1.1883
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 1.1905 0.0136 1.1% 0.0046 0.4% 2% False True 8
10 1.2040 1.1905 0.0136 1.1% 0.0053 0.4% 2% False True 7
20 1.2286 1.1905 0.0382 3.2% 0.0056 0.5% 1% False True 91
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2130
2.618 1.2060
1.618 1.2017
1.000 1.1991
0.618 1.1974
HIGH 1.1948
0.618 1.1931
0.500 1.1926
0.382 1.1921
LOW 1.1905
0.618 1.1878
1.000 1.1862
1.618 1.1835
2.618 1.1792
4.250 1.1722
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 1.1926 1.1950
PP 1.1920 1.1935
S1 1.1913 1.1921

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

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