CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 25-Jun-2021

Day Change Summary
	Previous	Current
	24-Jun-2021	25-Jun-2021	Change	Change %	Previous Week
Open	1.1998	1.2033	0.0035	0.3%	1.1978
High	1.2022	1.2040	0.0019	0.2%	1.2040
Low	1.1988	1.1997	0.0009	0.1%	1.1918
Close	1.1998	1.1998	-0.0001	0.0%	1.1998
Range	0.0034	0.0044	0.0010	27.9%	0.0122
ATR	0.0061	0.0060	-0.0001	-2.1%	0.0000
Volume	0	28	28		54

Daily Pivots for day following 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2142	1.2113	1.2021
R3	1.2098	1.2070	1.2009
R2	1.2055	1.2055	1.2005
R1	1.2026	1.2026	1.2001	1.2019
PP	1.2011	1.2011	1.2011	1.2008
S1	1.1983	1.1983	1.1994	1.1975
S2	1.1968	1.1968	1.1990
S3	1.1924	1.1939	1.1986
S4	1.1881	1.1896	1.1974

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2351	1.2296	1.2065
R3	1.2229	1.2174	1.2031
R2	1.2107	1.2107	1.2020
R1	1.2052	1.2052	1.2009	1.2080
PP	1.1985	1.1985	1.1985	1.1999
S1	1.1930	1.1930	1.1986	1.1958
S2	1.1863	1.1863	1.1975
S3	1.1741	1.1808	1.1964
S4	1.1619	1.1686	1.1930

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2040	1.1918	0.0122	1.0%	0.0054	0.4%	65%	True	False	10
10	1.2207	1.1918	0.0289	2.4%	0.0063	0.5%	28%	False	False	12
20	1.2318	1.1918	0.0400	3.3%	0.0059	0.5%	20%	False	False	321

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	False
3BNR	True
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	1.2225
2.618	1.2154
1.618	1.2110
1.000	1.2084
0.618	1.2067
HIGH	1.2040
0.618	1.2023
0.500	1.2018
0.382	1.2013
LOW	1.1997
0.618	1.1970
1.000	1.1953
1.618	1.1926
2.618	1.1883
4.250	1.1812

Fisher Pivots for day following 25-Jun-2021
Pivot	1 day	3 day
R1	1.2018	1.2011
PP	1.2011	1.2006
S1	1.2004	1.2002

Download as Excel Spreadsheet

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

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