CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 1.1799 1.1835 0.0036 0.3% 1.1810
High 1.1801 1.1857 0.0056 0.5% 1.1857
Low 1.1779 1.1835 0.0057 0.5% 1.1762
Close 1.1784 1.1849 0.0065 0.6% 1.1849
Range 0.0023 0.0022 -0.0001 -2.2% 0.0096
ATR 0.0049 0.0051 0.0002 3.5% 0.0000
Volume 41 3 -38 -92.7% 128
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1913 1.1903 1.1861
R3 1.1891 1.1881 1.1855
R2 1.1869 1.1869 1.1853
R1 1.1859 1.1859 1.1851 1.1864
PP 1.1847 1.1847 1.1847 1.1849
S1 1.1837 1.1837 1.1846 1.1842
S2 1.1825 1.1825 1.1844
S3 1.1803 1.1815 1.1842
S4 1.1781 1.1793 1.1836
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2109 1.2074 1.1901
R3 1.2013 1.1979 1.1875
R2 1.1918 1.1918 1.1866
R1 1.1883 1.1883 1.1857 1.1901
PP 1.1822 1.1822 1.1822 1.1831
S1 1.1788 1.1788 1.1840 1.1805
S2 1.1727 1.1727 1.1831
S3 1.1631 1.1692 1.1822
S4 1.1536 1.1597 1.1796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1857 1.1762 0.0096 0.8% 0.0030 0.3% 91% True False 25
10 1.1954 1.1762 0.0193 1.6% 0.0038 0.3% 45% False False 27
20 1.1965 1.1762 0.0203 1.7% 0.0045 0.4% 43% False False 30
40 1.2040 1.1762 0.0279 2.4% 0.0051 0.4% 31% False False 26
60 1.2334 1.1762 0.0573 4.8% 0.0052 0.4% 15% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.1951
2.618 1.1915
1.618 1.1893
1.000 1.1879
0.618 1.1871
HIGH 1.1857
0.618 1.1849
0.500 1.1846
0.382 1.1843
LOW 1.1835
0.618 1.1821
1.000 1.1813
1.618 1.1799
2.618 1.1777
4.250 1.1742
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 1.1848 1.1835
PP 1.1847 1.1822
S1 1.1846 1.1809

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.