CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 1.2281 1.2298 0.0017 0.1% 1.2237
High 1.2298 1.2313 0.0015 0.1% 1.2320
Low 1.2281 1.2246 -0.0036 -0.3% 1.2211
Close 1.2295 1.2257 -0.0039 -0.3% 1.2257
Range 0.0017 0.0068 0.0051 297.1% 0.0109
ATR
Volume 2 4 2 100.0% 26
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2474 1.2433 1.2294
R3 1.2407 1.2365 1.2275
R2 1.2339 1.2339 1.2269
R1 1.2298 1.2298 1.2263 1.2285
PP 1.2272 1.2272 1.2272 1.2265
S1 1.2230 1.2230 1.2250 1.2217
S2 1.2204 1.2204 1.2244
S3 1.2137 1.2163 1.2238
S4 1.2069 1.2095 1.2219
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 1.2589 1.2532 1.2316
R3 1.2480 1.2423 1.2286
R2 1.2371 1.2371 1.2276
R1 1.2314 1.2314 1.2266 1.2343
PP 1.2262 1.2262 1.2262 1.2277
S1 1.2205 1.2205 1.2247 1.2234
S2 1.2153 1.2153 1.2237
S3 1.2044 1.2096 1.2227
S4 1.1935 1.1987 1.2197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2320 1.2211 0.0109 0.9% 0.0048 0.4% 42% False False 5
10 1.2320 1.2137 0.0183 1.5% 0.0038 0.3% 65% False False 8
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2600
2.618 1.2490
1.618 1.2422
1.000 1.2381
0.618 1.2355
HIGH 1.2313
0.618 1.2287
0.500 1.2279
0.382 1.2271
LOW 1.2246
0.618 1.2204
1.000 1.2178
1.618 1.2136
2.618 1.2069
4.250 1.1959
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 1.2279 1.2281
PP 1.2272 1.2273
S1 1.2264 1.2265

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

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