CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	1.1825	1.1857	0.0032	0.3%	1.1921
High	1.1862	1.1889	0.0027	0.2%	1.1942
Low	1.1813	1.1819	0.0006	0.0%	1.1835
Close	1.1860	1.1831	-0.0029	-0.2%	1.1870
Range	0.0049	0.0071	0.0022	43.9%	0.0107
ATR	0.0057	0.0058	0.0001	1.7%	0.0000
Volume	61	49	-12	-19.7%	197

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2058	1.2015	1.1870
R3	1.1987	1.1944	1.1850
R2	1.1917	1.1917	1.1844
R1	1.1874	1.1874	1.1837	1.1860
PP	1.1846	1.1846	1.1846	1.1839
S1	1.1803	1.1803	1.1825	1.1790
S2	1.1776	1.1776	1.1818
S3	1.1705	1.1733	1.1812
S4	1.1635	1.1662	1.1792

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	1.1889	1.1813	0.0076	0.6%	0.0049	0.4%	24%	True	False	60
10	1.1943	1.1813	0.0130	1.1%	0.0056	0.5%	14%	False	False	37
20	1.2040	1.1813	0.0227	1.9%	0.0055	0.5%	8%	False	False	29
40	1.2334	1.1813	0.0521	4.4%	0.0058	0.5%	3%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2189
2.618	1.2074
1.618	1.2003
1.000	1.1960
0.618	1.1933
HIGH	1.1889
0.618	1.1862
0.500	1.1854
0.382	1.1845
LOW	1.1819
0.618	1.1775
1.000	1.1748
1.618	1.1704
2.618	1.1634
4.250	1.1519

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	1.1854	1.1851
PP	1.1846	1.1844
S1	1.1839	1.1838

Download as Excel Spreadsheet

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

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