CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 1.1802 1.1812 0.0010 0.1% 1.1754
High 1.1829 1.1854 0.0026 0.2% 1.1854
Low 1.1799 1.1787 -0.0012 -0.1% 1.1747
Close 1.1803 1.1846 0.0043 0.4% 1.1846
Range 0.0030 0.0067 0.0038 127.1% 0.0108
ATR 0.0047 0.0049 0.0001 3.0% 0.0000
Volume 6 11 5 83.3% 87
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2030 1.2005 1.1882
R3 1.1963 1.1938 1.1864
R2 1.1896 1.1896 1.1858
R1 1.1871 1.1871 1.1852 1.1883
PP 1.1829 1.1829 1.1829 1.1835
S1 1.1804 1.1804 1.1839 1.1816
S2 1.1762 1.1762 1.1833
S3 1.1695 1.1737 1.1827
S4 1.1628 1.1670 1.1809
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2138 1.2099 1.1905
R3 1.2030 1.1992 1.1875
R2 1.1923 1.1923 1.1865
R1 1.1884 1.1884 1.1855 1.1904
PP 1.1815 1.1815 1.1815 1.1825
S1 1.1777 1.1777 1.1836 1.1796
S2 1.1708 1.1708 1.1826
S3 1.1600 1.1669 1.1816
S4 1.1493 1.1562 1.1786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1854 1.1747 0.0108 0.9% 0.0046 0.4% 92% True False 17
10 1.1854 1.1717 0.0137 1.2% 0.0047 0.4% 94% True False 25
20 1.1954 1.1717 0.0237 2.0% 0.0042 0.4% 54% False False 26
40 1.1965 1.1717 0.0248 2.1% 0.0050 0.4% 52% False False 30
60 1.2286 1.1717 0.0569 4.8% 0.0052 0.4% 23% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2139
2.618 1.2029
1.618 1.1962
1.000 1.1921
0.618 1.1895
HIGH 1.1854
0.618 1.1828
0.500 1.1821
0.382 1.1813
LOW 1.1787
0.618 1.1746
1.000 1.1720
1.618 1.1679
2.618 1.1612
4.250 1.1502
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 1.1837 1.1836
PP 1.1829 1.1827
S1 1.1821 1.1817

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

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