CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 1.1935 1.1938 0.0003 0.0% 1.1867
High 1.1965 1.1953 -0.0012 -0.1% 1.1965
Low 1.1910 1.1927 0.0017 0.1% 1.1824
Close 1.1913 1.1930 0.0017 0.1% 1.1913
Range 0.0055 0.0026 -0.0029 -52.7% 0.0141
ATR 0.0057 0.0055 -0.0001 -2.2% 0.0000
Volume 43 4 -39 -90.7% 92
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2014 1.1998 1.1944
R3 1.1988 1.1972 1.1937
R2 1.1962 1.1962 1.1934
R1 1.1946 1.1946 1.1932 1.1941
PP 1.1936 1.1936 1.1936 1.1934
S1 1.1920 1.1920 1.1927 1.1915
S2 1.1910 1.1910 1.1925
S3 1.1884 1.1894 1.1922
S4 1.1858 1.1868 1.1915
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.2322 1.2258 1.1990
R3 1.2182 1.2118 1.1952
R2 1.2041 1.2041 1.1939
R1 1.1977 1.1977 1.1926 1.2009
PP 1.1901 1.1901 1.1901 1.1917
S1 1.1837 1.1837 1.1900 1.1869
S2 1.1760 1.1760 1.1887
S3 1.1620 1.1696 1.1874
S4 1.1479 1.1556 1.1836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1965 1.1830 0.0135 1.1% 0.0049 0.4% 74% False False 18
10 1.1965 1.1813 0.0152 1.3% 0.0049 0.4% 77% False False 31
20 1.1965 1.1813 0.0152 1.3% 0.0055 0.5% 77% False False 33
40 1.2286 1.1813 0.0473 4.0% 0.0056 0.5% 25% False False 28
60 1.2334 1.1813 0.0521 4.4% 0.0052 0.4% 22% False False 171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2063
2.618 1.2021
1.618 1.1995
1.000 1.1979
0.618 1.1969
HIGH 1.1953
0.618 1.1943
0.500 1.1940
0.382 1.1936
LOW 1.1927
0.618 1.1910
1.000 1.1901
1.618 1.1884
2.618 1.1858
4.250 1.1816
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 1.1940 1.1937
PP 1.1936 1.1935
S1 1.1933 1.1932

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

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