CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	1.1870	1.1867	-0.0003	0.0%	1.1921
High	1.1882	1.1883	0.0002	0.0%	1.1942
Low	1.1854	1.1826	-0.0028	-0.2%	1.1835
Close	1.1870	1.1852	-0.0018	-0.1%	1.1870
Range	0.0028	0.0057	0.0030	107.3%	0.0107
ATR	0.0058	0.0058	0.0000	-0.2%	0.0000
Volume	120	22	-98	-81.7%	197

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2025	1.1995	1.1883
R3	1.1968	1.1938	1.1868
R2	1.1911	1.1911	1.1862
R1	1.1881	1.1881	1.1857	1.1868
PP	1.1854	1.1854	1.1854	1.1847
S1	1.1824	1.1824	1.1847	1.1811
S2	1.1797	1.1797	1.1842
S3	1.1740	1.1767	1.1836
S4	1.1683	1.1710	1.1821

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2203	1.2143	1.1928
R3	1.2096	1.2036	1.1899
R2	1.1989	1.1989	1.1889
R1	1.1929	1.1929	1.1879	1.1906
PP	1.1882	1.1882	1.1882	1.1870
S1	1.1822	1.1822	1.1860	1.1799
S2	1.1775	1.1775	1.1850
S3	1.1668	1.1715	1.1840
S4	1.1561	1.1608	1.1811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1937	1.1826	0.0111	0.9%	0.0060	0.5%	24%	False	True	43
10	1.1959	1.1826	0.0133	1.1%	0.0062	0.5%	20%	False	True	35
20	1.2040	1.1826	0.0214	1.8%	0.0057	0.5%	12%	False	True	23
40	1.2334	1.1826	0.0508	4.3%	0.0057	0.5%	5%	False	True	246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2125
2.618	1.2032
1.618	1.1975
1.000	1.1940
0.618	1.1918
HIGH	1.1883
0.618	1.1861
0.500	1.1855
0.382	1.1848
LOW	1.1826
0.618	1.1791
1.000	1.1769
1.618	1.1734
2.618	1.1677
4.250	1.1584

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	1.1855	1.1868
PP	1.1854	1.1863
S1	1.1853	1.1857

Download as Excel Spreadsheet

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

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