CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 1.1844 1.1828 -0.0017 -0.1% 1.1810
High 1.1853 1.1837 -0.0016 -0.1% 1.1857
Low 1.1822 1.1762 -0.0061 -0.5% 1.1762
Close 1.1828 1.1764 -0.0065 -0.5% 1.1849
Range 0.0031 0.0075 0.0045 145.9% 0.0096
ATR 0.0049 0.0051 0.0002 3.7% 0.0000
Volume 102 13 -89 -87.3% 128
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2012 1.1963 1.1805
R3 1.1937 1.1888 1.1784
R2 1.1862 1.1862 1.1777
R1 1.1813 1.1813 1.1770 1.1800
PP 1.1787 1.1787 1.1787 1.1781
S1 1.1738 1.1738 1.1757 1.1725
S2 1.1712 1.1712 1.1750
S3 1.1637 1.1663 1.1743
S4 1.1562 1.1588 1.1722
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% 0.0039 0.3% 2% False True 40
10 1.1954 1.1762 0.0193 1.6% 0.0043 0.4% 1% False True 37
20 1.1965 1.1762 0.0203 1.7% 0.0045 0.4% 1% False True 32
40 1.2040 1.1762 0.0279 2.4% 0.0050 0.4% 1% False True 28
60 1.2334 1.1762 0.0573 4.9% 0.0053 0.4% 0% False True 176
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2155
2.618 1.2033
1.618 1.1958
1.000 1.1912
0.618 1.1883
HIGH 1.1837
0.618 1.1808
0.500 1.1799
0.382 1.1790
LOW 1.1762
0.618 1.1715
1.000 1.1687
1.618 1.1640
2.618 1.1565
4.250 1.1443
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 1.1799 1.1809
PP 1.1787 1.1794
S1 1.1775 1.1779

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

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