CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 14-Jul-2021
Day Change Summary
Previous Current
13-Jul-2021 14-Jul-2021 Change Change % Previous Week
Open 1.1897 1.1887 -0.0011 -0.1% 1.1896
High 1.1937 1.1899 -0.0038 -0.3% 1.1959
Low 1.1836 1.1835 -0.0001 0.0% 1.1846
Close 1.1844 1.1892 0.0048 0.4% 1.1940
Range 0.0101 0.0064 -0.0038 -37.1% 0.0113
ATR 0.0061 0.0062 0.0000 0.2% 0.0000
Volume 32 43 11 34.4% 139
Daily Pivots for day following 14-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2066 1.2042 1.1926
R3 1.2002 1.1979 1.1909
R2 1.1939 1.1939 1.1903
R1 1.1915 1.1915 1.1897 1.1927
PP 1.1875 1.1875 1.1875 1.1881
S1 1.1852 1.1852 1.1886 1.1863
S2 1.1812 1.1812 1.1880
S3 1.1748 1.1788 1.1874
S4 1.1685 1.1725 1.1857
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 1.1835 0.0108 0.9% 0.0068 0.6% 52% False True 19
10 1.1973 1.1835 0.0138 1.2% 0.0064 0.5% 41% False True 25
20 1.2197 1.1835 0.0362 3.0% 0.0065 0.5% 16% False True 18
40 1.2334 1.1835 0.0499 4.2% 0.0057 0.5% 11% False True 243
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2168
2.618 1.2065
1.618 1.2001
1.000 1.1962
0.618 1.1938
HIGH 1.1899
0.618 1.1874
0.500 1.1867
0.382 1.1859
LOW 1.1835
0.618 1.1796
1.000 1.1772
1.618 1.1732
2.618 1.1669
4.250 1.1565
Fisher Pivots for day following 14-Jul-2021
Pivot 1 day 3 day
R1 1.1883 1.1891
PP 1.1875 1.1890
S1 1.1867 1.1889

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

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