CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 1.1822 1.1867 0.0046 0.4% 1.1867
High 1.1845 1.1876 0.0031 0.3% 1.1889
Low 1.1815 1.1824 0.0009 0.1% 1.1813
Close 1.1831 1.1861 0.0031 0.3% 1.1831
Range 0.0030 0.0052 0.0022 74.6% 0.0076
ATR 0.0056 0.0055 0.0000 -0.5% 0.0000
Volume 59 2 -57 -96.6% 239
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2008 1.1986 1.1889
R3 1.1957 1.1935 1.1875
R2 1.1905 1.1905 1.1870
R1 1.1883 1.1883 1.1866 1.1868
PP 1.1854 1.1854 1.1854 1.1846
S1 1.1832 1.1832 1.1856 1.1817
S2 1.1802 1.1802 1.1852
S3 1.1751 1.1780 1.1847
S4 1.1699 1.1729 1.1833
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% 0.0049 0.4% 63% False False 43
10 1.1937 1.1813 0.0124 1.0% 0.0054 0.5% 39% False False 43
20 1.2010 1.1813 0.0197 1.7% 0.0055 0.5% 24% False False 31
40 1.2318 1.1813 0.0505 4.3% 0.0057 0.5% 10% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2094
2.618 1.2010
1.618 1.1959
1.000 1.1927
0.618 1.1907
HIGH 1.1876
0.618 1.1856
0.500 1.1850
0.382 1.1844
LOW 1.1824
0.618 1.1792
1.000 1.1773
1.618 1.1741
2.618 1.1689
4.250 1.1605
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 1.1857 1.1858
PP 1.1854 1.1855
S1 1.1850 1.1852

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

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