CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	1.1897	1.1887	-0.0011	-0.1%	1.1896
High	1.1937	1.1899	-0.0038	-0.3%	1.1959
Low	1.1836	1.1835	-0.0001	0.0%	1.1846
Close	1.1844	1.1892	0.0048	0.4%	1.1940
Range	0.0101	0.0064	-0.0038	-37.1%	0.0113
ATR	0.0061	0.0062	0.0000	0.2%	0.0000
Volume	32	43	11	34.4%	139

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2066	1.2042	1.1926
R3	1.2002	1.1979	1.1909
R2	1.1939	1.1939	1.1903
R1	1.1915	1.1915	1.1897	1.1927
PP	1.1875	1.1875	1.1875	1.1881
S1	1.1852	1.1852	1.1886	1.1863
S2	1.1812	1.1812	1.1880
S3	1.1748	1.1788	1.1874
S4	1.1685	1.1725	1.1857

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	1.1835	0.0108	0.9%	0.0068	0.6%	52%	False	True	19
10	1.1973	1.1835	0.0138	1.2%	0.0064	0.5%	41%	False	True	25
20	1.2197	1.1835	0.0362	3.0%	0.0065	0.5%	16%	False	True	18
40	1.2334	1.1835	0.0499	4.2%	0.0057	0.5%	11%	False	True	243

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2168
2.618	1.2065
1.618	1.2001
1.000	1.1962
0.618	1.1938
HIGH	1.1899
0.618	1.1874
0.500	1.1867
0.382	1.1859
LOW	1.1835
0.618	1.1796
1.000	1.1772
1.618	1.1732
2.618	1.1669
4.250	1.1565

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	1.1883	1.1891
PP	1.1875	1.1890
S1	1.1867	1.1889

Download as Excel Spreadsheet

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

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