CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 1.1909 1.1910 0.0001 0.0% 1.1867
High 1.1954 1.1910 -0.0044 -0.4% 1.1965
Low 1.1889 1.1884 -0.0005 0.0% 1.1824
Close 1.1894 1.1891 -0.0003 0.0% 1.1913
Range 0.0066 0.0027 -0.0039 -59.5% 0.0141
ATR 0.0055 0.0053 -0.0002 -3.7% 0.0000
Volume 71 28 -43 -60.6% 92
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1974 1.1959 1.1905
R3 1.1948 1.1932 1.1898
R2 1.1921 1.1921 1.1895
R1 1.1906 1.1906 1.1893 1.1900
PP 1.1895 1.1895 1.1895 1.1892
S1 1.1879 1.1879 1.1888 1.1874
S2 1.1868 1.1868 1.1886
S3 1.1842 1.1853 1.1883
S4 1.1815 1.1826 1.1876
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 1.1884 0.0081 0.7% 0.0042 0.4% 9% False True 31
10 1.1965 1.1815 0.0150 1.3% 0.0046 0.4% 51% False False 26
20 1.1965 1.1813 0.0152 1.3% 0.0051 0.4% 51% False False 32
40 1.2259 1.1813 0.0446 3.8% 0.0056 0.5% 17% False False 30
60 1.2334 1.1813 0.0521 4.4% 0.0052 0.4% 15% False False 172
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2023
2.618 1.1979
1.618 1.1953
1.000 1.1937
0.618 1.1926
HIGH 1.1910
0.618 1.1900
0.500 1.1897
0.382 1.1894
LOW 1.1884
0.618 1.1867
1.000 1.1857
1.618 1.1841
2.618 1.1814
4.250 1.1771
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 1.1897 1.1919
PP 1.1895 1.1909
S1 1.1893 1.1900

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

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