CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 1.2280 1.2247 -0.0033 -0.3% 1.2299
High 1.2284 1.2250 -0.0034 -0.3% 1.2318
Low 1.2195 1.2177 -0.0019 -0.2% 1.2177
Close 1.2196 1.2236 0.0040 0.3% 1.2236
Range 0.0089 0.0073 -0.0016 -17.5% 0.0142
ATR 0.0058 0.0059 0.0001 1.8% 0.0000
Volume 1,604 1,374 -230 -14.3% 4,486
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2440 1.2411 1.2276
R3 1.2367 1.2338 1.2256
R2 1.2294 1.2294 1.2249
R1 1.2265 1.2265 1.2242 1.2243
PP 1.2221 1.2221 1.2221 1.2210
S1 1.2192 1.2192 1.2229 1.2170
S2 1.2148 1.2148 1.2222
S3 1.2075 1.2119 1.2215
S4 1.2002 1.2046 1.2195
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2668 1.2593 1.2313
R3 1.2526 1.2452 1.2274
R2 1.2385 1.2385 1.2261
R1 1.2310 1.2310 1.2248 1.2277
PP 1.2243 1.2243 1.2243 1.2227
S1 1.2169 1.2169 1.2223 1.2135
S2 1.2102 1.2102 1.2210
S3 1.1960 1.2027 1.2197
S4 1.1819 1.1886 1.2158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2318 1.2177 0.0142 1.2% 0.0064 0.5% 42% False True 1,198
10 1.2334 1.2177 0.0158 1.3% 0.0055 0.4% 37% False True 903
20 1.2334 1.2137 0.0197 1.6% 0.0046 0.4% 50% False False 456
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2560
2.618 1.2441
1.618 1.2368
1.000 1.2323
0.618 1.2295
HIGH 1.2250
0.618 1.2222
0.500 1.2213
0.382 1.2204
LOW 1.2177
0.618 1.2131
1.000 1.2104
1.618 1.2058
2.618 1.1985
4.250 1.1866
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 1.2228 1.2234
PP 1.2221 1.2232
S1 1.2213 1.2230

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

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