CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 1.1867 1.1851 -0.0016 -0.1% 1.1921
High 1.1883 1.1862 -0.0022 -0.2% 1.1942
Low 1.1826 1.1819 -0.0008 -0.1% 1.1835
Close 1.1852 1.1843 -0.0010 -0.1% 1.1870
Range 0.0057 0.0043 -0.0014 -24.6% 0.0107
ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000
Volume 22 48 26 118.2% 197
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1970 1.1949 1.1866
R3 1.1927 1.1906 1.1854
R2 1.1884 1.1884 1.1850
R1 1.1863 1.1863 1.1846 1.1852
PP 1.1841 1.1841 1.1841 1.1835
S1 1.1820 1.1820 1.1839 1.1809
S2 1.1798 1.1798 1.1835
S3 1.1755 1.1777 1.1831
S4 1.1712 1.1734 1.1819
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 1.1911 1.1819 0.0092 0.8% 0.0049 0.4% 26% False True 47
10 1.1943 1.1819 0.0125 1.1% 0.0057 0.5% 19% False True 39
20 1.2040 1.1819 0.0222 1.9% 0.0055 0.5% 11% False True 25
40 1.2334 1.1819 0.0516 4.4% 0.0056 0.5% 5% False True 248
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2044
2.618 1.1974
1.618 1.1931
1.000 1.1905
0.618 1.1888
HIGH 1.1862
0.618 1.1845
0.500 1.1840
0.382 1.1835
LOW 1.1819
0.618 1.1792
1.000 1.1776
1.618 1.1749
2.618 1.1706
4.250 1.1636
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 1.1842 1.1851
PP 1.1841 1.1848
S1 1.1840 1.1845

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

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