CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 29-Jul-2021
Day Change Summary
Previous Current
28-Jul-2021 29-Jul-2021 Change Change % Previous Week
Open 1.1879 1.1922 0.0043 0.4% 1.1867
High 1.1907 1.1949 0.0042 0.4% 1.1889
Low 1.1838 1.1922 0.0085 0.7% 1.1813
Close 1.1898 1.1949 0.0051 0.4% 1.1831
Range 0.0070 0.0027 -0.0043 -61.2% 0.0076
ATR 0.0057 0.0057 0.0000 -0.8% 0.0000
Volume 9 27 18 200.0% 239
Daily Pivots for day following 29-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2021 1.2012 1.1963
R3 1.1994 1.1985 1.1956
R2 1.1967 1.1967 1.1953
R1 1.1958 1.1958 1.1951 1.1962
PP 1.1940 1.1940 1.1940 1.1942
S1 1.1931 1.1931 1.1946 1.1935
S2 1.1913 1.1913 1.1944
S3 1.1886 1.1904 1.1941
S4 1.1859 1.1877 1.1934
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 1.1949 1.1815 0.0134 1.1% 0.0049 0.4% 100% True False 21
10 1.1949 1.1813 0.0136 1.1% 0.0049 0.4% 100% True False 40
20 1.1959 1.1813 0.0146 1.2% 0.0056 0.5% 93% False False 33
40 1.2286 1.1813 0.0473 4.0% 0.0058 0.5% 29% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 1.2064
2.618 1.2020
1.618 1.1993
1.000 1.1976
0.618 1.1966
HIGH 1.1949
0.618 1.1939
0.500 1.1936
0.382 1.1932
LOW 1.1922
0.618 1.1905
1.000 1.1895
1.618 1.1878
2.618 1.1851
4.250 1.1807
Fisher Pivots for day following 29-Jul-2021
Pivot 1 day 3 day
R1 1.1944 1.1929
PP 1.1940 1.1909
S1 1.1936 1.1890

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

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