CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 1.1750 1.1726 -0.0025 -0.2% 1.1844
High 1.1766 1.1755 -0.0011 -0.1% 1.1853
Low 1.1719 1.1717 -0.0002 0.0% 1.1717
Close 1.1728 1.1749 0.0022 0.2% 1.1749
Range 0.0047 0.0038 -0.0009 -19.1% 0.0136
ATR 0.0051 0.0050 -0.0001 -1.8% 0.0000
Volume 30 8 -22 -73.3% 165
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1854 1.1840 1.1770
R3 1.1816 1.1802 1.1759
R2 1.1778 1.1778 1.1756
R1 1.1764 1.1764 1.1752 1.1771
PP 1.1740 1.1740 1.1740 1.1744
S1 1.1726 1.1726 1.1746 1.1733
S2 1.1702 1.1702 1.1742
S3 1.1664 1.1688 1.1739
S4 1.1626 1.1650 1.1728
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2179 1.2100 1.1824
R3 1.2044 1.1964 1.1786
R2 1.1908 1.1908 1.1774
R1 1.1829 1.1829 1.1761 1.1801
PP 1.1773 1.1773 1.1773 1.1759
S1 1.1693 1.1693 1.1737 1.1665
S2 1.1637 1.1637 1.1724
S3 1.1502 1.1558 1.1712
S4 1.1366 1.1422 1.1674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1853 1.1717 0.0136 1.2% 0.0047 0.4% 24% False True 33
10 1.1857 1.1717 0.0140 1.2% 0.0039 0.3% 23% False True 29
20 1.1965 1.1717 0.0248 2.1% 0.0045 0.4% 13% False True 26
40 1.2040 1.1717 0.0323 2.7% 0.0050 0.4% 10% False True 29
60 1.2318 1.1717 0.0601 5.1% 0.0053 0.4% 5% False True 126
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1917
2.618 1.1854
1.618 1.1816
1.000 1.1793
0.618 1.1778
HIGH 1.1755
0.618 1.1740
0.500 1.1736
0.382 1.1732
LOW 1.1717
0.618 1.1694
1.000 1.1679
1.618 1.1656
2.618 1.1618
4.250 1.1556
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 1.1745 1.1755
PP 1.1740 1.1753
S1 1.1736 1.1751

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

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