CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	1.1887	1.1862	-0.0025	-0.2%	1.1896
High	1.1899	1.1911	0.0012	0.1%	1.1959
Low	1.1835	1.1859	0.0024	0.2%	1.1846
Close	1.1892	1.1868	-0.0024	-0.2%	1.1940
Range	0.0064	0.0052	-0.0012	-18.9%	0.0113
ATR	0.0062	0.0061	-0.0001	-1.2%	0.0000
Volume	43	2	-41	-95.3%	139

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2034	1.2002	1.1896
R3	1.1982	1.1951	1.1882
R2	1.1931	1.1931	1.1877
R1	1.1899	1.1899	1.1873	1.1915
PP	1.1879	1.1879	1.1879	1.1887
S1	1.1848	1.1848	1.1863	1.1864
S2	1.1828	1.1828	1.1859
S3	1.1776	1.1796	1.1854
S4	1.1725	1.1745	1.1840

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%	0.0062	0.5%	31%	False	False	15
10	1.1959	1.1835	0.0124	1.0%	0.0063	0.5%	27%	False	False	25
20	1.2071	1.1835	0.0236	2.0%	0.0062	0.5%	14%	False	False	17
40	1.2334	1.1835	0.0499	4.2%	0.0057	0.5%	7%	False	False	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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2129
2.618	1.2045
1.618	1.1994
1.000	1.1962
0.618	1.1942
HIGH	1.1911
0.618	1.1891
0.500	1.1885
0.382	1.1879
LOW	1.1859
0.618	1.1827
1.000	1.1808
1.618	1.1776
2.618	1.1724
4.250	1.1640

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	1.1885	1.1886
PP	1.1879	1.1880
S1	1.1874	1.1874

Download as Excel Spreadsheet

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

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