CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 1.2186 1.2181 -0.0005 0.0% 1.2239
High 1.2207 1.2197 -0.0010 -0.1% 1.2286
Low 1.2177 1.2071 -0.0106 -0.9% 1.2171
Close 1.2194 1.2086 -0.0108 -0.9% 1.2171
Range 0.0030 0.0126 0.0096 320.0% 0.0116
ATR 0.0053 0.0058 0.0005 10.0% 0.0000
Volume 1 24 23 2,300.0% 311
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2496 1.2417 1.2155
R3 1.2370 1.2291 1.2121
R2 1.2244 1.2244 1.2109
R1 1.2165 1.2165 1.2098 1.2142
PP 1.2118 1.2118 1.2118 1.2106
S1 1.2039 1.2039 1.2074 1.2016
S2 1.1992 1.1992 1.2063
S3 1.1866 1.1913 1.2051
S4 1.1740 1.1787 1.2017
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 1.2259 1.2071 0.0188 1.6% 0.0062 0.5% 8% False True 57
10 1.2286 1.2071 0.0215 1.8% 0.0058 0.5% 7% False True 333
20 1.2334 1.2071 0.0263 2.2% 0.0053 0.4% 6% False True 469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.2733
2.618 1.2527
1.618 1.2401
1.000 1.2323
0.618 1.2275
HIGH 1.2197
0.618 1.2149
0.500 1.2134
0.382 1.2119
LOW 1.2071
0.618 1.1993
1.000 1.1945
1.618 1.1867
2.618 1.1741
4.250 1.1536
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 1.2134 1.2139
PP 1.2118 1.2121
S1 1.2102 1.2104

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

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