CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 06-Aug-2021
Day Change Summary
Previous Current
05-Aug-2021 06-Aug-2021 Change Change % Previous Week
Open 1.1910 1.1885 -0.0025 -0.2% 1.1938
High 1.1910 1.1885 -0.0025 -0.2% 1.1954
Low 1.1884 1.1809 -0.0075 -0.6% 1.1809
Close 1.1891 1.1812 -0.0079 -0.7% 1.1812
Range 0.0027 0.0076 0.0050 186.8% 0.0145
ATR 0.0053 0.0055 0.0002 3.9% 0.0000
Volume 28 28 0 0.0% 144
Daily Pivots for day following 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2063 1.2013 1.1853
R3 1.1987 1.1937 1.1832
R2 1.1911 1.1911 1.1825
R1 1.1861 1.1861 1.1818 1.1848
PP 1.1835 1.1835 1.1835 1.1829
S1 1.1785 1.1785 1.1805 1.1772
S2 1.1759 1.1759 1.1798
S3 1.1683 1.1709 1.1791
S4 1.1607 1.1633 1.1770
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2293 1.2197 1.1891
R3 1.2148 1.2052 1.1851
R2 1.2003 1.2003 1.1838
R1 1.1907 1.1907 1.1825 1.1883
PP 1.1858 1.1858 1.1858 1.1846
S1 1.1762 1.1762 1.1798 1.1738
S2 1.1713 1.1713 1.1785
S3 1.1568 1.1617 1.1772
S4 1.1423 1.1472 1.1732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1954 1.1809 0.0145 1.2% 0.0046 0.4% 2% False True 28
10 1.1965 1.1809 0.0156 1.3% 0.0050 0.4% 2% False True 23
20 1.1965 1.1809 0.0156 1.3% 0.0052 0.4% 2% False True 33
40 1.2259 1.1809 0.0450 3.8% 0.0057 0.5% 1% False True 24
60 1.2334 1.1809 0.0525 4.4% 0.0053 0.5% 0% False True 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2208
2.618 1.2084
1.618 1.2008
1.000 1.1961
0.618 1.1932
HIGH 1.1885
0.618 1.1856
0.500 1.1847
0.382 1.1838
LOW 1.1809
0.618 1.1762
1.000 1.1733
1.618 1.1686
2.618 1.1610
4.250 1.1486
Fisher Pivots for day following 06-Aug-2021
Pivot 1 day 3 day
R1 1.1847 1.1882
PP 1.1835 1.1858
S1 1.1823 1.1835

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

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