CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	1.1867	1.1851	-0.0016	-0.1%	1.1921
High	1.1883	1.1862	-0.0022	-0.2%	1.1942
Low	1.1826	1.1819	-0.0008	-0.1%	1.1835
Close	1.1852	1.1843	-0.0010	-0.1%	1.1870
Range	0.0057	0.0043	-0.0014	-24.6%	0.0107
ATR	0.0058	0.0057	-0.0001	-1.9%	0.0000
Volume	22	48	26	118.2%	197

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1970	1.1949	1.1866
R3	1.1927	1.1906	1.1854
R2	1.1884	1.1884	1.1850
R1	1.1863	1.1863	1.1846	1.1852
PP	1.1841	1.1841	1.1841	1.1835
S1	1.1820	1.1820	1.1839	1.1809
S2	1.1798	1.1798	1.1835
S3	1.1755	1.1777	1.1831
S4	1.1712	1.1734	1.1819

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	1.1911	1.1819	0.0092	0.8%	0.0049	0.4%	26%	False	True	47
10	1.1943	1.1819	0.0125	1.1%	0.0057	0.5%	19%	False	True	39
20	1.2040	1.1819	0.0222	1.9%	0.0055	0.5%	11%	False	True	25
40	1.2334	1.1819	0.0516	4.4%	0.0056	0.5%	5%	False	True	248

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2044
2.618	1.1974
1.618	1.1931
1.000	1.1905
0.618	1.1888
HIGH	1.1862
0.618	1.1845
0.500	1.1840
0.382	1.1835
LOW	1.1819
0.618	1.1792
1.000	1.1776
1.618	1.1749
2.618	1.1706
4.250	1.1636

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	1.1842	1.1851
PP	1.1841	1.1848
S1	1.1840	1.1845

Download as Excel Spreadsheet

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

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