CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 24-Jun-2021

Day Change Summary
	Previous	Current
	23-Jun-2021	24-Jun-2021	Change	Change %	Previous Week
Open	1.1997	1.1998	0.0001	0.0%	1.2188
High	1.2035	1.2022	-0.0014	-0.1%	1.2207
Low	1.1981	1.1988	0.0007	0.1%	1.1918
Close	1.1997	1.1998	0.0001	0.0%	1.1940
Range	0.0054	0.0034	-0.0020	-37.0%	0.0289
ATR	0.0063	0.0061	-0.0002	-3.3%	0.0000
Volume

Daily Pivots for day following 24-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2104	1.2085	1.2017
R3	1.2070	1.2051	1.2007
R2	1.2036	1.2036	1.2004
R1	1.2017	1.2017	1.2001	1.2015
PP	1.2002	1.2002	1.2002	1.2001
S1	1.1983	1.1983	1.1995	1.1981
S2	1.1968	1.1968	1.1992
S3	1.1934	1.1949	1.1989
S4	1.1900	1.1915	1.1979

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	1.2035	1.1918	0.0117	1.0%	0.0059	0.5%	68%	False	False	6
10	1.2259	1.1918	0.0341	2.8%	0.0068	0.6%	23%	False	False	10
20	1.2318	1.1918	0.0400	3.3%	0.0059	0.5%	20%	False	False	320

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2166
2.618	1.2111
1.618	1.2077
1.000	1.2056
0.618	1.2043
HIGH	1.2022
0.618	1.2009
0.500	1.2005
0.382	1.2000
LOW	1.1988
0.618	1.1966
1.000	1.1954
1.618	1.1932
2.618	1.1898
4.250	1.1843

Fisher Pivots for day following 24-Jun-2021
Pivot	1 day	3 day
R1	1.2005	1.1996
PP	1.2002	1.1995
S1	1.2000	1.1993

Download as Excel Spreadsheet

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

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