CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	1.1857	1.1822	-0.0036	-0.3%	1.1867
High	1.1889	1.1845	-0.0045	-0.4%	1.1889
Low	1.1819	1.1815	-0.0004	0.0%	1.1813
Close	1.1831	1.1831	-0.0001	0.0%	1.1831
Range	0.0071	0.0030	-0.0041	-58.2%	0.0076
ATR	0.0058	0.0056	-0.0002	-3.5%	0.0000
Volume	49	59	10	20.4%	239

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1919	1.1904	1.1847
R3	1.1889	1.1875	1.1839
R2	1.1860	1.1860	1.1836
R1	1.1845	1.1845	1.1833	1.1852
PP	1.1830	1.1830	1.1830	1.1834
S1	1.1816	1.1816	1.1828	1.1823
S2	1.1801	1.1801	1.1825
S3	1.1771	1.1786	1.1822
S4	1.1742	1.1757	1.1814

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2072	1.2027	1.1872
R3	1.1996	1.1951	1.1851
R2	1.1920	1.1920	1.1844
R1	1.1875	1.1875	1.1837	1.1860
PP	1.1844	1.1844	1.1844	1.1836
S1	1.1799	1.1799	1.1824	1.1784
S2	1.1768	1.1768	1.1817
S3	1.1692	1.1723	1.1810
S4	1.1616	1.1647	1.1789

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%	0.0050	0.4%	23%	False	False	47
10	1.1942	1.1813	0.0129	1.1%	0.0053	0.5%	14%	False	False	43
20	1.2040	1.1813	0.0227	1.9%	0.0055	0.5%	8%	False	False	32
40	1.2318	1.1813	0.0505	4.3%	0.0057	0.5%	3%	False	False	176

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1970
2.618	1.1922
1.618	1.1892
1.000	1.1874
0.618	1.1863
HIGH	1.1845
0.618	1.1833
0.500	1.1830
0.382	1.1826
LOW	1.1815
0.618	1.1797
1.000	1.1786
1.618	1.1767
2.618	1.1738
4.250	1.1690

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	1.1830	1.1851
PP	1.1830	1.1844
S1	1.1830	1.1837

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

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