CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 25-May-2021
Day Change Summary
Previous Current
24-May-2021 25-May-2021 Change Change % Previous Week
Open 1.2294 1.2315 0.0021 0.2% 1.2237
High 1.2298 1.2334 0.0036 0.3% 1.2320
Low 1.2256 1.2315 0.0059 0.5% 1.2211
Close 1.2288 1.2330 0.0042 0.3% 1.2257
Range 0.0043 0.0020 -0.0023 -54.1% 0.0109
ATR 0.0000 0.0056 0.0056 0.0000
Volume 2 1,501 1,499 74,950.0% 26
Daily Pivots for day following 25-May-2021
Classic Woodie Camarilla DeMark
R4 1.2385 1.2377 1.2340
R3 1.2365 1.2357 1.2335
R2 1.2346 1.2346 1.2333
R1 1.2338 1.2338 1.2331 1.2342
PP 1.2326 1.2326 1.2326 1.2328
S1 1.2318 1.2318 1.2328 1.2322
S2 1.2307 1.2307 1.2326
S3 1.2287 1.2299 1.2324
S4 1.2268 1.2279 1.2319
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 1.2334 1.2242 0.0092 0.7% 0.0045 0.4% 95% True False 303
10 1.2334 1.2137 0.0197 1.6% 0.0037 0.3% 98% True False 154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2417
2.618 1.2385
1.618 1.2366
1.000 1.2354
0.618 1.2346
HIGH 1.2334
0.618 1.2327
0.500 1.2324
0.382 1.2322
LOW 1.2315
0.618 1.2302
1.000 1.2295
1.618 1.2283
2.618 1.2263
4.250 1.2232
Fisher Pivots for day following 25-May-2021
Pivot 1 day 3 day
R1 1.2328 1.2316
PP 1.2326 1.2303
S1 1.2324 1.2290

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

View Archives - Comment on this page... - Back to Index of Symbols