CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 1.1795 1.1799 0.0005 0.0% 1.1938
High 1.1807 1.1801 -0.0006 -0.1% 1.1954
Low 1.1762 1.1779 0.0017 0.1% 1.1809
Close 1.1792 1.1784 -0.0009 -0.1% 1.1812
Range 0.0046 0.0023 -0.0023 -50.5% 0.0145
ATR 0.0051 0.0049 -0.0002 -4.0% 0.0000
Volume 41 41 0 0.0% 144
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1855 1.1842 1.1796
R3 1.1833 1.1819 1.1790
R2 1.1810 1.1810 1.1788
R1 1.1797 1.1797 1.1786 1.1792
PP 1.1788 1.1788 1.1788 1.1785
S1 1.1774 1.1774 1.1781 1.1770
S2 1.1765 1.1765 1.1779
S3 1.1743 1.1752 1.1777
S4 1.1720 1.1729 1.1771
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 1.1885 1.1762 0.0124 1.0% 0.0041 0.3% 18% False False 30
10 1.1965 1.1762 0.0203 1.7% 0.0042 0.4% 11% False False 31
20 1.1965 1.1762 0.0203 1.7% 0.0045 0.4% 11% False False 36
40 1.2071 1.1762 0.0310 2.6% 0.0053 0.5% 7% False False 26
60 1.2334 1.1762 0.0573 4.9% 0.0053 0.5% 4% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.1897
2.618 1.1860
1.618 1.1837
1.000 1.1824
0.618 1.1815
HIGH 1.1801
0.618 1.1792
0.500 1.1790
0.382 1.1787
LOW 1.1779
0.618 1.1765
1.000 1.1756
1.618 1.1742
2.618 1.1720
4.250 1.1683
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 1.1790 1.1784
PP 1.1788 1.1784
S1 1.1786 1.1784

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

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