CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 1.1883 1.1852 -0.0031 -0.3% 1.2000
High 1.1900 1.1930 0.0030 0.3% 1.2010
Low 1.1846 1.1848 0.0002 0.0% 1.1880
Close 1.1870 1.1903 0.0034 0.3% 1.1909
Range 0.0054 0.0082 0.0028 52.3% 0.0131
ATR 0.0059 0.0060 0.0002 2.8% 0.0000
Volume 110 21 -89 -80.9% 48
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2138 1.2102 1.1948
R3 1.2057 1.2021 1.1925
R2 1.1975 1.1975 1.1918
R1 1.1939 1.1939 1.1910 1.1957
PP 1.1894 1.1894 1.1894 1.1903
S1 1.1858 1.1858 1.1896 1.1876
S2 1.1812 1.1812 1.1888
S3 1.1731 1.1776 1.1881
S4 1.1649 1.1695 1.1858
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 1.1959 1.1846 0.0113 0.9% 0.0065 0.5% 51% False False 34
10 1.2040 1.1846 0.0194 1.6% 0.0055 0.5% 29% False False 21
20 1.2259 1.1846 0.0413 3.5% 0.0061 0.5% 14% False False 27
40 1.2334 1.1846 0.0488 4.1% 0.0053 0.4% 12% False False 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2276
2.618 1.2143
1.618 1.2061
1.000 1.2011
0.618 1.1980
HIGH 1.1930
0.618 1.1898
0.500 1.1889
0.382 1.1879
LOW 1.1848
0.618 1.1798
1.000 1.1767
1.618 1.1716
2.618 1.1635
4.250 1.1502
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 1.1898 1.1903
PP 1.1894 1.1903
S1 1.1889 1.1902

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

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