CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 1.1851 1.1825 -0.0026 -0.2% 1.1921
High 1.1862 1.1862 0.0001 0.0% 1.1942
Low 1.1819 1.1813 -0.0006 0.0% 1.1835
Close 1.1843 1.1860 0.0018 0.1% 1.1870
Range 0.0043 0.0049 0.0006 14.0% 0.0107
ATR 0.0057 0.0057 -0.0001 -1.0% 0.0000
Volume 48 61 13 27.1% 197
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.1992 1.1975 1.1887
R3 1.1943 1.1926 1.1873
R2 1.1894 1.1894 1.1869
R1 1.1877 1.1877 1.1864 1.1886
PP 1.1845 1.1845 1.1845 1.1849
S1 1.1828 1.1828 1.1856 1.1837
S2 1.1796 1.1796 1.1851
S3 1.1747 1.1779 1.1847
S4 1.1698 1.1730 1.1833
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 1.1813 0.0098 0.8% 0.0046 0.4% 48% False True 50
10 1.1943 1.1813 0.0130 1.1% 0.0057 0.5% 36% False True 35
20 1.2040 1.1813 0.0227 1.9% 0.0054 0.5% 21% False True 27
40 1.2334 1.1813 0.0521 4.4% 0.0057 0.5% 9% False True 249
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2070
2.618 1.1990
1.618 1.1941
1.000 1.1911
0.618 1.1892
HIGH 1.1862
0.618 1.1843
0.500 1.1838
0.382 1.1832
LOW 1.1813
0.618 1.1783
1.000 1.1764
1.618 1.1734
2.618 1.1685
4.250 1.1605
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 1.1853 1.1856
PP 1.1845 1.1852
S1 1.1838 1.1848

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

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