CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 25-Aug-2021
Day Change Summary
Previous Current
24-Aug-2021 25-Aug-2021 Change Change % Previous Week
Open 1.1803 1.1810 0.0007 0.1% 1.1844
High 1.1815 1.1825 0.0010 0.1% 1.1853
Low 1.1781 1.1780 -0.0001 0.0% 1.1717
Close 1.1808 1.1823 0.0016 0.1% 1.1749
Range 0.0035 0.0045 0.0011 30.4% 0.0136
ATR 0.0049 0.0049 0.0000 -0.6% 0.0000
Volume 40 23 -17 -42.5% 165
Daily Pivots for day following 25-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1944 1.1929 1.1848
R3 1.1899 1.1884 1.1835
R2 1.1854 1.1854 1.1831
R1 1.1839 1.1839 1.1827 1.1847
PP 1.1809 1.1809 1.1809 1.1813
S1 1.1794 1.1794 1.1819 1.1802
S2 1.1764 1.1764 1.1815
S3 1.1719 1.1749 1.1811
S4 1.1674 1.1704 1.1798
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 1.1825 1.1717 0.0108 0.9% 0.0044 0.4% 98% True False 21
10 1.1857 1.1717 0.0140 1.2% 0.0042 0.4% 76% False False 27
20 1.1965 1.1717 0.0248 2.1% 0.0042 0.4% 43% False False 28
40 1.1973 1.1717 0.0256 2.2% 0.0050 0.4% 41% False False 30
60 1.2286 1.1717 0.0569 4.8% 0.0053 0.4% 19% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2016
2.618 1.1943
1.618 1.1898
1.000 1.1870
0.618 1.1853
HIGH 1.1825
0.618 1.1808
0.500 1.1803
0.382 1.1797
LOW 1.1780
0.618 1.1752
1.000 1.1735
1.618 1.1707
2.618 1.1662
4.250 1.1589
Fisher Pivots for day following 25-Aug-2021
Pivot 1 day 3 day
R1 1.1816 1.1811
PP 1.1809 1.1798
S1 1.1803 1.1786

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

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