CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 1.2242 1.2286 0.0045 0.4% 1.2299
High 1.2258 1.2286 0.0028 0.2% 1.2318
Low 1.2237 1.2246 0.0009 0.1% 1.2177
Close 1.2250 1.2250 0.0000 0.0% 1.2236
Range 0.0022 0.0041 0.0019 88.4% 0.0142
ATR 0.0056 0.0055 -0.0001 -2.0% 0.0000
Volume 27 23 -4 -14.8% 4,486
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2382 1.2357 1.2272
R3 1.2342 1.2316 1.2261
R2 1.2301 1.2301 1.2257
R1 1.2276 1.2276 1.2254 1.2268
PP 1.2261 1.2261 1.2261 1.2257
S1 1.2235 1.2235 1.2246 1.2228
S2 1.2220 1.2220 1.2243
S3 1.2180 1.2195 1.2239
S4 1.2139 1.2154 1.2228
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 1.2286 1.2177 0.0110 0.9% 0.0054 0.4% 67% True False 609
10 1.2334 1.2177 0.0158 1.3% 0.0053 0.4% 47% False False 759
20 1.2334 1.2137 0.0197 1.6% 0.0045 0.4% 57% False False 456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2458
2.618 1.2392
1.618 1.2352
1.000 1.2327
0.618 1.2311
HIGH 1.2286
0.618 1.2271
0.500 1.2266
0.382 1.2261
LOW 1.2246
0.618 1.2220
1.000 1.2205
1.618 1.2180
2.618 1.2139
4.250 1.2073
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 1.2266 1.2252
PP 1.2261 1.2251
S1 1.2255 1.2251

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

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