CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	1.1871	1.1879	0.0008	0.1%	1.1867
High	1.1899	1.1907	0.0008	0.1%	1.1889
Low	1.1830	1.1838	0.0008	0.1%	1.1813
Close	1.1883	1.1898	0.0016	0.1%	1.1831
Range	0.0069	0.0070	0.0001	0.7%	0.0076
ATR	0.0056	0.0057	0.0001	1.7%	0.0000
Volume	11	9	-2	-18.2%	239

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2089	1.2063	1.1936
R3	1.2020	1.1994	1.1917
R2	1.1950	1.1950	1.1911
R1	1.1924	1.1924	1.1904	1.1937
PP	1.1881	1.1881	1.1881	1.1887
S1	1.1855	1.1855	1.1892	1.1868
S2	1.1811	1.1811	1.1885
S3	1.1742	1.1785	1.1879
S4	1.1672	1.1716	1.1860

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	1.1907	1.1815	0.0092	0.8%	0.0058	0.5%	90%	True	False	26
10	1.1911	1.1813	0.0098	0.8%	0.0052	0.4%	87%	False	False	38
20	1.1973	1.1813	0.0160	1.3%	0.0058	0.5%	53%	False	False	32
40	1.2286	1.1813	0.0473	4.0%	0.0058	0.5%	18%	False	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2202
2.618	1.2089
1.618	1.2019
1.000	1.1977
0.618	1.1950
HIGH	1.1907
0.618	1.1880
0.500	1.1872
0.382	1.1864
LOW	1.1838
0.618	1.1795
1.000	1.1768
1.618	1.1725
2.618	1.1656
4.250	1.1542

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	1.1889	1.1887
PP	1.1881	1.1876
S1	1.1872	1.1866

Download as Excel Spreadsheet

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

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