CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1857 |
0.0032 |
0.3% |
1.1921 |
| High |
1.1862 |
1.1889 |
0.0027 |
0.2% |
1.1942 |
| Low |
1.1813 |
1.1819 |
0.0006 |
0.0% |
1.1835 |
| Close |
1.1860 |
1.1831 |
-0.0029 |
-0.2% |
1.1870 |
| Range |
0.0049 |
0.0071 |
0.0022 |
43.9% |
0.0107 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.7% |
0.0000 |
| Volume |
61 |
49 |
-12 |
-19.7% |
197 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2058 |
1.2015 |
1.1870 |
|
| R3 |
1.1987 |
1.1944 |
1.1850 |
|
| R2 |
1.1917 |
1.1917 |
1.1844 |
|
| R1 |
1.1874 |
1.1874 |
1.1837 |
1.1860 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1839 |
| S1 |
1.1803 |
1.1803 |
1.1825 |
1.1790 |
| S2 |
1.1776 |
1.1776 |
1.1818 |
|
| S3 |
1.1705 |
1.1733 |
1.1812 |
|
| S4 |
1.1635 |
1.1662 |
1.1792 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2189 |
|
2.618 |
1.2074 |
|
1.618 |
1.2003 |
|
1.000 |
1.1960 |
|
0.618 |
1.1933 |
|
HIGH |
1.1889 |
|
0.618 |
1.1862 |
|
0.500 |
1.1854 |
|
0.382 |
1.1845 |
|
LOW |
1.1819 |
|
0.618 |
1.1775 |
|
1.000 |
1.1748 |
|
1.618 |
1.1704 |
|
2.618 |
1.1634 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1854 |
1.1851 |
| PP |
1.1846 |
1.1844 |
| S1 |
1.1839 |
1.1838 |
|