CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 1.1862 1.1870 0.0008 0.1% 1.1921
High 1.1911 1.1882 -0.0029 -0.2% 1.1942
Low 1.1859 1.1854 -0.0005 0.0% 1.1835
Close 1.1868 1.1870 0.0002 0.0% 1.1870
Range 0.0052 0.0028 -0.0024 -46.6% 0.0107
ATR 0.0061 0.0058 -0.0002 -3.9% 0.0000
Volume 2 120 118 5,900.0% 197
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1951 1.1938 1.1885
R3 1.1923 1.1910 1.1877
R2 1.1896 1.1896 1.1875
R1 1.1883 1.1883 1.1872 1.1883
PP 1.1868 1.1868 1.1868 1.1869
S1 1.1855 1.1855 1.1867 1.1856
S2 1.1841 1.1841 1.1864
S3 1.1813 1.1828 1.1862
S4 1.1786 1.1800 1.1854
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2203 1.2143 1.1928
R3 1.2096 1.2036 1.1899
R2 1.1989 1.1989 1.1889
R1 1.1929 1.1929 1.1879 1.1906
PP 1.1882 1.1882 1.1882 1.1870
S1 1.1822 1.1822 1.1860 1.1799
S2 1.1775 1.1775 1.1850
S3 1.1668 1.1715 1.1840
S4 1.1561 1.1608 1.1811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1942 1.1835 0.0107 0.9% 0.0057 0.5% 32% False False 39
10 1.1959 1.1835 0.0124 1.0% 0.0062 0.5% 28% False False 36
20 1.2040 1.1835 0.0205 1.7% 0.0057 0.5% 17% False False 22
40 1.2334 1.1835 0.0499 4.2% 0.0056 0.5% 7% False False 246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1998
2.618 1.1953
1.618 1.1926
1.000 1.1909
0.618 1.1898
HIGH 1.1882
0.618 1.1871
0.500 1.1868
0.382 1.1865
LOW 1.1854
0.618 1.1837
1.000 1.1827
1.618 1.1810
2.618 1.1782
4.250 1.1737
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 1.1869 1.1873
PP 1.1868 1.1872
S1 1.1868 1.1871

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

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