CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 09-Aug-2021
Day Change Summary
Previous Current
06-Aug-2021 09-Aug-2021 Change Change % Previous Week
Open 1.1885 1.1810 -0.0076 -0.6% 1.1938
High 1.1885 1.1822 -0.0064 -0.5% 1.1954
Low 1.1809 1.1791 -0.0018 -0.2% 1.1809
Close 1.1812 1.1795 -0.0017 -0.1% 1.1812
Range 0.0076 0.0031 -0.0046 -59.9% 0.0145
ATR 0.0055 0.0053 -0.0002 -3.2% 0.0000
Volume 28 7 -21 -75.0% 144
Daily Pivots for day following 09-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1894 1.1875 1.1812
R3 1.1864 1.1845 1.1803
R2 1.1833 1.1833 1.1801
R1 1.1814 1.1814 1.1798 1.1808
PP 1.1803 1.1803 1.1803 1.1800
S1 1.1784 1.1784 1.1792 1.1778
S2 1.1772 1.1772 1.1789
S3 1.1742 1.1753 1.1787
S4 1.1711 1.1723 1.1778
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 1.1791 0.0163 1.4% 0.0047 0.4% 2% False True 29
10 1.1965 1.1791 0.0174 1.5% 0.0048 0.4% 2% False True 24
20 1.1965 1.1791 0.0174 1.5% 0.0051 0.4% 2% False True 33
40 1.2207 1.1791 0.0416 3.5% 0.0055 0.5% 1% False True 24
60 1.2334 1.1791 0.0543 4.6% 0.0053 0.5% 1% False True 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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1951
2.618 1.1901
1.618 1.1871
1.000 1.1852
0.618 1.1840
HIGH 1.1822
0.618 1.1810
0.500 1.1806
0.382 1.1803
LOW 1.1791
0.618 1.1772
1.000 1.1761
1.618 1.1742
2.618 1.1711
4.250 1.1661
Fisher Pivots for day following 09-Aug-2021
Pivot 1 day 3 day
R1 1.1806 1.1851
PP 1.1803 1.1832
S1 1.1799 1.1814

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

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