CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 1.2245 1.2210 -0.0035 -0.3% 1.2239
High 1.2258 1.2259 0.0001 0.0% 1.2286
Low 1.2219 1.2171 -0.0049 -0.4% 1.2171
Close 1.2241 1.2171 -0.0070 -0.6% 1.2171
Range 0.0039 0.0089 0.0050 126.9% 0.0116
ATR 0.0054 0.0057 0.0002 4.5% 0.0000
Volume 238 3 -235 -98.7% 311
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2466 1.2407 1.2220
R3 1.2377 1.2318 1.2195
R2 1.2289 1.2289 1.2187
R1 1.2230 1.2230 1.2179 1.2215
PP 1.2200 1.2200 1.2200 1.2193
S1 1.2141 1.2141 1.2163 1.2127
S2 1.2112 1.2112 1.2155
S3 1.2023 1.2053 1.2147
S4 1.1935 1.1964 1.2122
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2556 1.2479 1.2235
R3 1.2440 1.2363 1.2203
R2 1.2325 1.2325 1.2192
R1 1.2248 1.2248 1.2182 1.2229
PP 1.2209 1.2209 1.2209 1.2200
S1 1.2132 1.2132 1.2160 1.2113
S2 1.2094 1.2094 1.2150
S3 1.1978 1.2017 1.2139
S4 1.1863 1.1901 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2286 1.2171 0.0116 0.9% 0.0048 0.4% 0% False True 62
10 1.2318 1.2171 0.0148 1.2% 0.0056 0.5% 0% False True 630
20 1.2334 1.2171 0.0164 1.3% 0.0048 0.4% 0% False True 468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2635
2.618 1.2491
1.618 1.2402
1.000 1.2348
0.618 1.2314
HIGH 1.2259
0.618 1.2225
0.500 1.2215
0.382 1.2204
LOW 1.2171
0.618 1.2116
1.000 1.2082
1.618 1.2027
2.618 1.1939
4.250 1.1794
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 1.2215 1.2228
PP 1.2200 1.2209
S1 1.2186 1.2190

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

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