CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 1.1887 1.1862 -0.0025 -0.2% 1.1896
High 1.1899 1.1911 0.0012 0.1% 1.1959
Low 1.1835 1.1859 0.0024 0.2% 1.1846
Close 1.1892 1.1868 -0.0024 -0.2% 1.1940
Range 0.0064 0.0052 -0.0012 -18.9% 0.0113
ATR 0.0062 0.0061 -0.0001 -1.2% 0.0000
Volume 43 2 -41 -95.3% 139
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2034 1.2002 1.1896
R3 1.1982 1.1951 1.1882
R2 1.1931 1.1931 1.1877
R1 1.1899 1.1899 1.1873 1.1915
PP 1.1879 1.1879 1.1879 1.1887
S1 1.1848 1.1848 1.1863 1.1864
S2 1.1828 1.1828 1.1859
S3 1.1776 1.1796 1.1854
S4 1.1725 1.1745 1.1840
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% 0.0062 0.5% 31% False False 15
10 1.1959 1.1835 0.0124 1.0% 0.0063 0.5% 27% False False 25
20 1.2071 1.1835 0.0236 2.0% 0.0062 0.5% 14% False False 17
40 1.2334 1.1835 0.0499 4.2% 0.0057 0.5% 7% False False 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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2129
2.618 1.2045
1.618 1.1994
1.000 1.1962
0.618 1.1942
HIGH 1.1911
0.618 1.1891
0.500 1.1885
0.382 1.1879
LOW 1.1859
0.618 1.1827
1.000 1.1808
1.618 1.1776
2.618 1.1724
4.250 1.1640
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 1.1885 1.1886
PP 1.1879 1.1880
S1 1.1874 1.1874

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

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