CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 1.1926 1.1921 -0.0005 0.0% 1.1896
High 1.1943 1.1942 -0.0001 0.0% 1.1959
Low 1.1890 1.1901 0.0011 0.1% 1.1846
Close 1.1940 1.1921 -0.0019 -0.2% 1.1940
Range 0.0054 0.0042 -0.0012 -22.4% 0.0113
ATR 0.0060 0.0058 -0.0001 -2.2% 0.0000
Volume 1 0 -1 -100.0% 139
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2046 1.2025 1.1944
R3 1.2004 1.1983 1.1932
R2 1.1963 1.1963 1.1929
R1 1.1942 1.1942 1.1925 1.1942
PP 1.1921 1.1921 1.1921 1.1921
S1 1.1900 1.1900 1.1917 1.1900
S2 1.1880 1.1880 1.1913
S3 1.1838 1.1859 1.1910
S4 1.1797 1.1817 1.1898
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2252 1.2209 1.2002
R3 1.2140 1.2096 1.1971
R2 1.2027 1.2027 1.1961
R1 1.1984 1.1984 1.1950 1.2006
PP 1.1915 1.1915 1.1915 1.1926
S1 1.1871 1.1871 1.1930 1.1893
S2 1.1802 1.1802 1.1919
S3 1.1690 1.1759 1.1909
S4 1.1577 1.1646 1.1878
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% 0.0064 0.5% 67% False False 27
10 1.2010 1.1846 0.0164 1.4% 0.0056 0.5% 46% False False 18
20 1.2207 1.1846 0.0361 3.0% 0.0060 0.5% 21% False False 15
40 1.2334 1.1846 0.0488 4.1% 0.0054 0.5% 15% False False 242
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2118
2.618 1.2051
1.618 1.2009
1.000 1.1984
0.618 1.1968
HIGH 1.1942
0.618 1.1926
0.500 1.1921
0.382 1.1916
LOW 1.1901
0.618 1.1875
1.000 1.1859
1.618 1.1833
2.618 1.1792
4.250 1.1724
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 1.1921 1.1913
PP 1.1921 1.1904
S1 1.1921 1.1896

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

View Archives - Comment on this page... - Back to Index of Symbols