CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 1.2247 1.2239 -0.0008 -0.1% 1.2299
High 1.2250 1.2267 0.0017 0.1% 1.2318
Low 1.2177 1.2218 0.0042 0.3% 1.2177
Close 1.2236 1.2266 0.0030 0.2% 1.2236
Range 0.0073 0.0049 -0.0025 -33.6% 0.0142
ATR 0.0059 0.0059 -0.0001 -1.3% 0.0000
Volume 1,374 20 -1,354 -98.5% 4,486
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2396 1.2379 1.2292
R3 1.2347 1.2331 1.2279
R2 1.2299 1.2299 1.2274
R1 1.2282 1.2282 1.2270 1.2290
PP 1.2250 1.2250 1.2250 1.2254
S1 1.2234 1.2234 1.2261 1.2242
S2 1.2202 1.2202 1.2257
S3 1.2153 1.2185 1.2252
S4 1.2105 1.2137 1.2239
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% 0.0061 0.5% 63% False False 901
10 1.2334 1.2177 0.0158 1.3% 0.0053 0.4% 57% False False 904
20 1.2334 1.2137 0.0197 1.6% 0.0046 0.4% 65% 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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2473
2.618 1.2393
1.618 1.2345
1.000 1.2315
0.618 1.2296
HIGH 1.2267
0.618 1.2248
0.500 1.2242
0.382 1.2237
LOW 1.2218
0.618 1.2188
1.000 1.2170
1.618 1.2140
2.618 1.2091
4.250 1.2012
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 1.2258 1.2254
PP 1.2250 1.2242
S1 1.2242 1.2230

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.