CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 1.1921 1.1897 -0.0024 -0.2% 1.1896
High 1.1942 1.1937 -0.0006 0.0% 1.1959
Low 1.1901 1.1836 -0.0065 -0.5% 1.1846
Close 1.1921 1.1844 -0.0077 -0.6% 1.1940
Range 0.0042 0.0101 0.0060 143.4% 0.0113
ATR 0.0058 0.0061 0.0003 5.2% 0.0000
Volume 0 32 32 139
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2175 1.2111 1.1900
R3 1.2074 1.2010 1.1872
R2 1.1973 1.1973 1.1863
R1 1.1909 1.1909 1.1853 1.1890
PP 1.1872 1.1872 1.1872 1.1863
S1 1.1808 1.1808 1.1835 1.1789
S2 1.1771 1.1771 1.1825
S3 1.1670 1.1707 1.1816
S4 1.1569 1.1606 1.1788
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 1.1943 1.1836 0.0108 0.9% 0.0066 0.6% 8% False True 32
10 1.1995 1.1836 0.0159 1.3% 0.0063 0.5% 5% False True 21
20 1.2207 1.1836 0.0372 3.1% 0.0064 0.5% 2% False True 16
40 1.2334 1.1836 0.0499 4.2% 0.0056 0.5% 2% False True 242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2366
2.618 1.2201
1.618 1.2100
1.000 1.2038
0.618 1.1999
HIGH 1.1937
0.618 1.1898
0.500 1.1886
0.382 1.1874
LOW 1.1836
0.618 1.1773
1.000 1.1735
1.618 1.1672
2.618 1.1571
4.250 1.1406
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 1.1886 1.1889
PP 1.1872 1.1874
S1 1.1858 1.1859

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

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