CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 1.1726 1.1754 0.0029 0.2% 1.1844
High 1.1755 1.1801 0.0046 0.4% 1.1853
Low 1.1717 1.1747 0.0030 0.3% 1.1717
Close 1.1749 1.1801 0.0052 0.4% 1.1749
Range 0.0038 0.0055 0.0017 43.4% 0.0136
ATR 0.0050 0.0050 0.0000 0.7% 0.0000
Volume 8 7 -1 -12.5% 165
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1946 1.1928 1.1830
R3 1.1892 1.1873 1.1815
R2 1.1837 1.1837 1.1810
R1 1.1819 1.1819 1.1805 1.1828
PP 1.1783 1.1783 1.1783 1.1787
S1 1.1764 1.1764 1.1796 1.1774
S2 1.1728 1.1728 1.1791
S3 1.1674 1.1710 1.1786
S4 1.1619 1.1655 1.1771
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 1.1837 1.1717 0.0120 1.0% 0.0052 0.4% 70% False False 14
10 1.1857 1.1717 0.0140 1.2% 0.0041 0.3% 60% False False 29
20 1.1965 1.1717 0.0248 2.1% 0.0045 0.4% 34% False False 26
40 1.2010 1.1717 0.0293 2.5% 0.0050 0.4% 28% False False 28
60 1.2318 1.1717 0.0601 5.1% 0.0053 0.5% 14% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1944
1.618 1.1889
1.000 1.1856
0.618 1.1835
HIGH 1.1801
0.618 1.1780
0.500 1.1774
0.382 1.1767
LOW 1.1747
0.618 1.1713
1.000 1.1692
1.618 1.1658
2.618 1.1604
4.250 1.1515
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 1.1792 1.1787
PP 1.1783 1.1773
S1 1.1774 1.1759

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

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