CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 1.2298 1.2294 -0.0004 0.0% 1.2237
High 1.2313 1.2298 -0.0015 -0.1% 1.2320
Low 1.2246 1.2256 0.0010 0.1% 1.2211
Close 1.2257 1.2288 0.0031 0.3% 1.2257
Range 0.0068 0.0043 -0.0025 -37.0% 0.0109
ATR
Volume 4 2 -2 -50.0% 26
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 1.2408 1.2390 1.2311
R3 1.2365 1.2348 1.2299
R2 1.2323 1.2323 1.2295
R1 1.2305 1.2305 1.2291 1.2293
PP 1.2280 1.2280 1.2280 1.2274
S1 1.2263 1.2263 1.2284 1.2250
S2 1.2238 1.2238 1.2280
S3 1.2195 1.2220 1.2276
S4 1.2153 1.2178 1.2264
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 1.2242 0.0078 0.6% 0.0050 0.4% 59% False False 5
10 1.2320 1.2137 0.0183 1.5% 0.0039 0.3% 82% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2479
2.618 1.2409
1.618 1.2367
1.000 1.2341
0.618 1.2324
HIGH 1.2298
0.618 1.2282
0.500 1.2277
0.382 1.2272
LOW 1.2256
0.618 1.2229
1.000 1.2213
1.618 1.2187
2.618 1.2144
4.250 1.2075
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 1.2284 1.2285
PP 1.2280 1.2282
S1 1.2277 1.2279

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

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