CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 1.1938 1.1940 0.0002 0.0% 1.1867
High 1.1953 1.1949 -0.0004 0.0% 1.1965
Low 1.1927 1.1912 -0.0015 -0.1% 1.1824
Close 1.1930 1.1919 -0.0011 -0.1% 1.1913
Range 0.0026 0.0037 0.0011 40.4% 0.0141
ATR 0.0055 0.0054 -0.0001 -2.4% 0.0000
Volume 4 13 9 225.0% 92
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2036 1.2014 1.1939
R3 1.2000 1.1978 1.1929
R2 1.1963 1.1963 1.1926
R1 1.1941 1.1941 1.1922 1.1934
PP 1.1927 1.1927 1.1927 1.1923
S1 1.1905 1.1905 1.1916 1.1897
S2 1.1890 1.1890 1.1912
S3 1.1854 1.1868 1.1909
S4 1.1817 1.1832 1.1899
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 1.1838 0.0127 1.1% 0.0043 0.4% 64% False False 19
10 1.1965 1.1813 0.0152 1.3% 0.0048 0.4% 70% False False 27
20 1.1965 1.1813 0.0152 1.3% 0.0053 0.4% 70% False False 33
40 1.2286 1.1813 0.0473 4.0% 0.0055 0.5% 22% False False 28
60 1.2334 1.1813 0.0521 4.4% 0.0052 0.4% 20% False False 171
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2104
2.618 1.2044
1.618 1.2008
1.000 1.1985
0.618 1.1971
HIGH 1.1949
0.618 1.1935
0.500 1.1930
0.382 1.1926
LOW 1.1912
0.618 1.1889
1.000 1.1876
1.618 1.1853
2.618 1.1816
4.250 1.1757
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 1.1930 1.1937
PP 1.1927 1.1931
S1 1.1923 1.1925

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

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