CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	1.1890	1.1896	0.0006	0.0%	1.2000
High	1.1937	1.1959	0.0022	0.2%	1.2010
Low	1.1880	1.1871	-0.0009	-0.1%	1.1880
Close	1.1909	1.1888	-0.0021	-0.2%	1.1909
Range	0.0058	0.0088	0.0031	53.0%	0.0131
ATR	0.0057	0.0059	0.0002	3.9%	0.0000
Volume	32	7	-25	-78.1%	48

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2170	1.2117	1.1936
R3	1.2082	1.2029	1.1912
R2	1.1994	1.1994	1.1904
R1	1.1941	1.1941	1.1896	1.1923
PP	1.1906	1.1906	1.1906	1.1897
S1	1.1853	1.1853	1.1879	1.1835
S2	1.1818	1.1818	1.1871
S3	1.1730	1.1765	1.1863
S4	1.1642	1.1677	1.1839

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2324	1.2247	1.1980
R3	1.2194	1.2116	1.1944
R2	1.2063	1.2063	1.1932
R1	1.1986	1.1986	1.1920	1.1959
PP	1.1933	1.1933	1.1933	1.1919
S1	1.1855	1.1855	1.1897	1.1829
S2	1.1802	1.1802	1.1885
S3	1.1672	1.1725	1.1873
S4	1.1541	1.1594	1.1837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1995	1.1871	0.0124	1.0%	0.0059	0.5%	14%	False	True	10
10	1.2040	1.1871	0.0170	1.4%	0.0053	0.4%	10%	False	True	10
20	1.2286	1.1871	0.0416	3.5%	0.0058	0.5%	4%	False	True	23
40	1.2334	1.1871	0.0464	3.9%	0.0052	0.4%	4%	False	True	240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.2333
2.618	1.2189
1.618	1.2101
1.000	1.2047
0.618	1.2013
HIGH	1.1959
0.618	1.1925
0.500	1.1915
0.382	1.1904
LOW	1.1871
0.618	1.1816
1.000	1.1783
1.618	1.1728
2.618	1.1640
4.250	1.1497

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	1.1915	1.1915
PP	1.1906	1.1906
S1	1.1897	1.1897

Download as Excel Spreadsheet

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

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