CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 1.1940 1.1909 -0.0031 -0.3% 1.1867
High 1.1949 1.1954 0.0006 0.0% 1.1965
Low 1.1912 1.1889 -0.0024 -0.2% 1.1824
Close 1.1919 1.1894 -0.0026 -0.2% 1.1913
Range 0.0037 0.0066 0.0029 79.5% 0.0141
ATR 0.0054 0.0055 0.0001 1.5% 0.0000
Volume 13 71 58 446.2% 92
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2109 1.2067 1.1930
R3 1.2043 1.2001 1.1912
R2 1.1978 1.1978 1.1906
R1 1.1936 1.1936 1.1900 1.1924
PP 1.1912 1.1912 1.1912 1.1906
S1 1.1870 1.1870 1.1887 1.1858
S2 1.1847 1.1847 1.1881
S3 1.1781 1.1805 1.1875
S4 1.1716 1.1739 1.1857
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 1.1889 0.0076 0.6% 0.0042 0.4% 7% False True 31
10 1.1965 1.1815 0.0150 1.3% 0.0050 0.4% 53% False False 28
20 1.1965 1.1813 0.0152 1.3% 0.0053 0.4% 53% False False 31
40 1.2286 1.1813 0.0473 4.0% 0.0056 0.5% 17% False False 29
60 1.2334 1.1813 0.0521 4.4% 0.0053 0.4% 15% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2232
2.618 1.2125
1.618 1.2060
1.000 1.2020
0.618 1.1994
HIGH 1.1954
0.618 1.1929
0.500 1.1921
0.382 1.1914
LOW 1.1889
0.618 1.1848
1.000 1.1823
1.618 1.1783
2.618 1.1717
4.250 1.1610
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 1.1921 1.1921
PP 1.1912 1.1912
S1 1.1903 1.1903

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

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