CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 1.2286 1.2245 -0.0041 -0.3% 1.2299
High 1.2286 1.2258 -0.0028 -0.2% 1.2318
Low 1.2246 1.2219 -0.0027 -0.2% 1.2177
Close 1.2250 1.2241 -0.0009 -0.1% 1.2236
Range 0.0041 0.0039 -0.0002 -3.7% 0.0142
ATR 0.0055 0.0054 -0.0001 -2.1% 0.0000
Volume 23 238 215 934.8% 4,486
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2356 1.2338 1.2262
R3 1.2317 1.2299 1.2252
R2 1.2278 1.2278 1.2248
R1 1.2260 1.2260 1.2245 1.2250
PP 1.2239 1.2239 1.2239 1.2234
S1 1.2221 1.2221 1.2237 1.2211
S2 1.2200 1.2200 1.2234
S3 1.2161 1.2182 1.2230
S4 1.2122 1.2143 1.2220
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% 0.0045 0.4% 59% False False 336
10 1.2318 1.2177 0.0142 1.2% 0.0050 0.4% 46% False False 630
20 1.2334 1.2137 0.0197 1.6% 0.0046 0.4% 53% False False 468
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 True
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 1.2424
2.618 1.2360
1.618 1.2321
1.000 1.2297
0.618 1.2282
HIGH 1.2258
0.618 1.2243
0.500 1.2239
0.382 1.2234
LOW 1.2219
0.618 1.2195
1.000 1.2180
1.618 1.2156
2.618 1.2117
4.250 1.2053
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 1.2240 1.2253
PP 1.2239 1.2249
S1 1.2239 1.2245

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

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