CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 1.1857 1.1822 -0.0036 -0.3% 1.1867
High 1.1889 1.1845 -0.0045 -0.4% 1.1889
Low 1.1819 1.1815 -0.0004 0.0% 1.1813
Close 1.1831 1.1831 -0.0001 0.0% 1.1831
Range 0.0071 0.0030 -0.0041 -58.2% 0.0076
ATR 0.0058 0.0056 -0.0002 -3.5% 0.0000
Volume 49 59 10 20.4% 239
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1919 1.1904 1.1847
R3 1.1889 1.1875 1.1839
R2 1.1860 1.1860 1.1836
R1 1.1845 1.1845 1.1833 1.1852
PP 1.1830 1.1830 1.1830 1.1834
S1 1.1816 1.1816 1.1828 1.1823
S2 1.1801 1.1801 1.1825
S3 1.1771 1.1786 1.1822
S4 1.1742 1.1757 1.1814
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2072 1.2027 1.1872
R3 1.1996 1.1951 1.1851
R2 1.1920 1.1920 1.1844
R1 1.1875 1.1875 1.1837 1.1860
PP 1.1844 1.1844 1.1844 1.1836
S1 1.1799 1.1799 1.1824 1.1784
S2 1.1768 1.1768 1.1817
S3 1.1692 1.1723 1.1810
S4 1.1616 1.1647 1.1789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1889 1.1813 0.0076 0.6% 0.0050 0.4% 23% False False 47
10 1.1942 1.1813 0.0129 1.1% 0.0053 0.5% 14% False False 43
20 1.2040 1.1813 0.0227 1.9% 0.0055 0.5% 8% False False 32
40 1.2318 1.1813 0.0505 4.3% 0.0057 0.5% 3% False False 176
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1970
2.618 1.1922
1.618 1.1892
1.000 1.1874
0.618 1.1863
HIGH 1.1845
0.618 1.1833
0.500 1.1830
0.382 1.1826
LOW 1.1815
0.618 1.1797
1.000 1.1786
1.618 1.1767
2.618 1.1738
4.250 1.1690
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 1.1830 1.1851
PP 1.1830 1.1844
S1 1.1830 1.1837

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

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