CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 1.2188 1.2186 -0.0002 0.0% 1.2239
High 1.2194 1.2207 0.0014 0.1% 1.2286
Low 1.2170 1.2177 0.0008 0.1% 1.2171
Close 1.2187 1.2194 0.0007 0.1% 1.2171
Range 0.0024 0.0030 0.0006 25.0% 0.0116
ATR 0.0054 0.0053 -0.0002 -3.2% 0.0000
Volume 19 1 -18 -94.7% 311
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2283 1.2268 1.2210
R3 1.2253 1.2238 1.2202
R2 1.2223 1.2223 1.2199
R1 1.2208 1.2208 1.2196 1.2215
PP 1.2193 1.2193 1.2193 1.2196
S1 1.2178 1.2178 1.2191 1.2185
S2 1.2163 1.2163 1.2188
S3 1.2133 1.2148 1.2185
S4 1.2103 1.2118 1.2177
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 1.2170 0.0117 1.0% 0.0044 0.4% 21% False False 56
10 1.2286 1.2170 0.0117 1.0% 0.0050 0.4% 21% False False 481
20 1.2334 1.2170 0.0165 1.3% 0.0049 0.4% 15% False False 469
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2335
2.618 1.2286
1.618 1.2256
1.000 1.2237
0.618 1.2226
HIGH 1.2207
0.618 1.2196
0.500 1.2192
0.382 1.2188
LOW 1.2177
0.618 1.2158
1.000 1.2147
1.618 1.2128
2.618 1.2098
4.250 1.2050
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 1.2193 1.2214
PP 1.2193 1.2207
S1 1.2192 1.2200

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

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