CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 1.1835 1.1844 0.0009 0.1% 1.1810
High 1.1857 1.1853 -0.0005 0.0% 1.1857
Low 1.1835 1.1822 -0.0013 -0.1% 1.1762
Close 1.1849 1.1828 -0.0021 -0.2% 1.1849
Range 0.0022 0.0031 0.0009 38.6% 0.0096
ATR 0.0051 0.0049 -0.0001 -2.9% 0.0000
Volume 3 102 99 3,300.0% 128
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1926 1.1907 1.1845
R3 1.1895 1.1877 1.1836
R2 1.1865 1.1865 1.1834
R1 1.1846 1.1846 1.1831 1.1840
PP 1.1834 1.1834 1.1834 1.1831
S1 1.1816 1.1816 1.1825 1.1810
S2 1.1804 1.1804 1.1822
S3 1.1773 1.1785 1.1820
S4 1.1743 1.1755 1.1811
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% 70% False False 44
10 1.1954 1.1762 0.0193 1.6% 0.0039 0.3% 35% False False 37
20 1.1965 1.1762 0.0203 1.7% 0.0044 0.4% 33% False False 34
40 1.2040 1.1762 0.0279 2.4% 0.0050 0.4% 24% False False 28
60 1.2334 1.1762 0.0573 4.8% 0.0053 0.4% 12% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1982
2.618 1.1932
1.618 1.1902
1.000 1.1883
0.618 1.1871
HIGH 1.1853
0.618 1.1841
0.500 1.1837
0.382 1.1834
LOW 1.1822
0.618 1.1803
1.000 1.1792
1.618 1.1773
2.618 1.1742
4.250 1.1692
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 1.1837 1.1825
PP 1.1834 1.1821
S1 1.1831 1.1818

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

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