CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 1.1871 1.1879 0.0008 0.1% 1.1867
High 1.1899 1.1907 0.0008 0.1% 1.1889
Low 1.1830 1.1838 0.0008 0.1% 1.1813
Close 1.1883 1.1898 0.0016 0.1% 1.1831
Range 0.0069 0.0070 0.0001 0.7% 0.0076
ATR 0.0056 0.0057 0.0001 1.7% 0.0000
Volume 11 9 -2 -18.2% 239
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2089 1.2063 1.1936
R3 1.2020 1.1994 1.1917
R2 1.1950 1.1950 1.1911
R1 1.1924 1.1924 1.1904 1.1937
PP 1.1881 1.1881 1.1881 1.1887
S1 1.1855 1.1855 1.1892 1.1868
S2 1.1811 1.1811 1.1885
S3 1.1742 1.1785 1.1879
S4 1.1672 1.1716 1.1860
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 1.1907 1.1815 0.0092 0.8% 0.0058 0.5% 90% True False 26
10 1.1911 1.1813 0.0098 0.8% 0.0052 0.4% 87% False False 38
20 1.1973 1.1813 0.0160 1.3% 0.0058 0.5% 53% False False 32
40 1.2286 1.1813 0.0473 4.0% 0.0058 0.5% 18% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2202
2.618 1.2089
1.618 1.2019
1.000 1.1977
0.618 1.1950
HIGH 1.1907
0.618 1.1880
0.500 1.1872
0.382 1.1864
LOW 1.1838
0.618 1.1795
1.000 1.1768
1.618 1.1725
2.618 1.1656
4.250 1.1542
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 1.1889 1.1887
PP 1.1881 1.1876
S1 1.1872 1.1866

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

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