CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 1.1890 1.1896 0.0006 0.0% 1.2000
High 1.1937 1.1959 0.0022 0.2% 1.2010
Low 1.1880 1.1871 -0.0009 -0.1% 1.1880
Close 1.1909 1.1888 -0.0021 -0.2% 1.1909
Range 0.0058 0.0088 0.0031 53.0% 0.0131
ATR 0.0057 0.0059 0.0002 3.9% 0.0000
Volume 32 7 -25 -78.1% 48
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2170 1.2117 1.1936
R3 1.2082 1.2029 1.1912
R2 1.1994 1.1994 1.1904
R1 1.1941 1.1941 1.1896 1.1923
PP 1.1906 1.1906 1.1906 1.1897
S1 1.1853 1.1853 1.1879 1.1835
S2 1.1818 1.1818 1.1871
S3 1.1730 1.1765 1.1863
S4 1.1642 1.1677 1.1839
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2324 1.2247 1.1980
R3 1.2194 1.2116 1.1944
R2 1.2063 1.2063 1.1932
R1 1.1986 1.1986 1.1920 1.1959
PP 1.1933 1.1933 1.1933 1.1919
S1 1.1855 1.1855 1.1897 1.1829
S2 1.1802 1.1802 1.1885
S3 1.1672 1.1725 1.1873
S4 1.1541 1.1594 1.1837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1995 1.1871 0.0124 1.0% 0.0059 0.5% 14% False True 10
10 1.2040 1.1871 0.0170 1.4% 0.0053 0.4% 10% False True 10
20 1.2286 1.1871 0.0416 3.5% 0.0058 0.5% 4% False True 23
40 1.2334 1.1871 0.0464 3.9% 0.0052 0.4% 4% False True 240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2333
2.618 1.2189
1.618 1.2101
1.000 1.2047
0.618 1.2013
HIGH 1.1959
0.618 1.1925
0.500 1.1915
0.382 1.1904
LOW 1.1871
0.618 1.1816
1.000 1.1783
1.618 1.1728
2.618 1.1640
4.250 1.1497
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 1.1915 1.1915
PP 1.1906 1.1906
S1 1.1897 1.1897

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

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