CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 13-Jul-2021

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	1.1921	1.1897	-0.0024	-0.2%	1.1896
High	1.1942	1.1937	-0.0006	0.0%	1.1959
Low	1.1901	1.1836	-0.0065	-0.5%	1.1846
Close	1.1921	1.1844	-0.0077	-0.6%	1.1940
Range	0.0042	0.0101	0.0060	143.4%	0.0113
ATR	0.0058	0.0061	0.0003	5.2%	0.0000
Volume	0	32	32		139

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2175	1.2111	1.1900
R3	1.2074	1.2010	1.1872
R2	1.1973	1.1973	1.1863
R1	1.1909	1.1909	1.1853	1.1890
PP	1.1872	1.1872	1.1872	1.1863
S1	1.1808	1.1808	1.1835	1.1789
S2	1.1771	1.1771	1.1825
S3	1.1670	1.1707	1.1816
S4	1.1569	1.1606	1.1788

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2252	1.2209	1.2002
R3	1.2140	1.2096	1.1971
R2	1.2027	1.2027	1.1961
R1	1.1984	1.1984	1.1950	1.2006
PP	1.1915	1.1915	1.1915	1.1926
S1	1.1871	1.1871	1.1930	1.1893
S2	1.1802	1.1802	1.1919
S3	1.1690	1.1759	1.1909
S4	1.1577	1.1646	1.1878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1943	1.1836	0.0108	0.9%	0.0066	0.6%	8%	False	True	32
10	1.1995	1.1836	0.0159	1.3%	0.0063	0.5%	5%	False	True	21
20	1.2207	1.1836	0.0372	3.1%	0.0064	0.5%	2%	False	True	16
40	1.2334	1.1836	0.0499	4.2%	0.0056	0.5%	2%	False	True	242

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	0.0020
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1.2366
2.618	1.2201
1.618	1.2100
1.000	1.2038
0.618	1.1999
HIGH	1.1937
0.618	1.1898
0.500	1.1886
0.382	1.1874
LOW	1.1836
0.618	1.1773
1.000	1.1735
1.618	1.1672
2.618	1.1571
4.250	1.1406

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	1.1886	1.1889
PP	1.1872	1.1874
S1	1.1858	1.1859

Download as Excel Spreadsheet

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

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