CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 07-Jul-2021
Day Change Summary
Previous Current
06-Jul-2021 07-Jul-2021 Change Change % Previous Week
Open 1.1896 1.1883 -0.0013 -0.1% 1.2000
High 1.1959 1.1900 -0.0059 -0.5% 1.2010
Low 1.1871 1.1846 -0.0025 -0.2% 1.1880
Close 1.1888 1.1870 -0.0018 -0.2% 1.1909
Range 0.0088 0.0054 -0.0035 -39.2% 0.0131
ATR 0.0059 0.0059 0.0000 -0.7% 0.0000
Volume 7 110 103 1,471.4% 48
Daily Pivots for day following 07-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2032 1.2004 1.1899
R3 1.1979 1.1951 1.1884
R2 1.1925 1.1925 1.1879
R1 1.1897 1.1897 1.1874 1.1885
PP 1.1872 1.1872 1.1872 1.1865
S1 1.1844 1.1844 1.1865 1.1831
S2 1.1818 1.1818 1.1860
S3 1.1765 1.1790 1.1855
S4 1.1711 1.1737 1.1840
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 1.1973 1.1846 0.0127 1.1% 0.0060 0.5% 19% False True 32
10 1.2040 1.1846 0.0194 1.6% 0.0052 0.4% 12% False True 19
20 1.2286 1.1846 0.0440 3.7% 0.0059 0.5% 5% False True 27
40 1.2334 1.1846 0.0488 4.1% 0.0052 0.4% 5% False True 241
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2127
2.618 1.2040
1.618 1.1986
1.000 1.1953
0.618 1.1933
HIGH 1.1900
0.618 1.1879
0.500 1.1873
0.382 1.1866
LOW 1.1846
0.618 1.1813
1.000 1.1793
1.618 1.1759
2.618 1.1706
4.250 1.1619
Fisher Pivots for day following 07-Jul-2021
Pivot 1 day 3 day
R1 1.1873 1.1902
PP 1.1872 1.1891
S1 1.1871 1.1880

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

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