CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 1.1978 1.2003 0.0025 0.2% 1.2188
High 1.1988 1.2018 0.0030 0.3% 1.2207
Low 1.1918 1.1951 0.0033 0.3% 1.1918
Close 1.1978 1.2005 0.0027 0.2% 1.1940
Range 0.0070 0.0067 -0.0003 -4.3% 0.0289
ATR 0.0064 0.0064 0.0000 0.4% 0.0000
Volume 0 26 26 75
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2192 1.2166 1.2042
R3 1.2125 1.2099 1.2023
R2 1.2058 1.2058 1.2017
R1 1.2032 1.2032 1.2011 1.2045
PP 1.1991 1.1991 1.1991 1.1998
S1 1.1965 1.1965 1.1999 1.1978
S2 1.1924 1.1924 1.1993
S3 1.1857 1.1898 1.1987
S4 1.1790 1.1831 1.1968
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.2889 1.2703 1.2098
R3 1.2600 1.2414 1.2019
R2 1.2311 1.2311 1.1992
R1 1.2125 1.2125 1.1966 1.2073
PP 1.2022 1.2022 1.2022 1.1996
S1 1.1836 1.1836 1.1913 1.1784
S2 1.1733 1.1733 1.1887
S3 1.1444 1.1547 1.1860
S4 1.1155 1.1258 1.1781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2197 1.1918 0.0279 2.3% 0.0089 0.7% 31% False False 16
10 1.2286 1.1918 0.0368 3.1% 0.0067 0.6% 24% False False 36
20 1.2334 1.1918 0.0416 3.5% 0.0059 0.5% 21% False False 471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2303
2.618 1.2193
1.618 1.2126
1.000 1.2085
0.618 1.2059
HIGH 1.2018
0.618 1.1992
0.500 1.1985
0.382 1.1977
LOW 1.1951
0.618 1.1910
1.000 1.1884
1.618 1.1843
2.618 1.1776
4.250 1.1666
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 1.1998 1.1993
PP 1.1991 1.1980
S1 1.1985 1.1968

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

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