CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	1.1879	1.1922	0.0043	0.4%	1.1867
High	1.1907	1.1949	0.0042	0.4%	1.1889
Low	1.1838	1.1922	0.0085	0.7%	1.1813
Close	1.1898	1.1949	0.0051	0.4%	1.1831
Range	0.0070	0.0027	-0.0043	-61.2%	0.0076
ATR	0.0057	0.0057	0.0000	-0.8%	0.0000
Volume	9	27	18	200.0%	239

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2021	1.2012	1.1963
R3	1.1994	1.1985	1.1956
R2	1.1967	1.1967	1.1953
R1	1.1958	1.1958	1.1951	1.1962
PP	1.1940	1.1940	1.1940	1.1942
S1	1.1931	1.1931	1.1946	1.1935
S2	1.1913	1.1913	1.1944
S3	1.1886	1.1904	1.1941
S4	1.1859	1.1877	1.1934

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	1.1949	1.1815	0.0134	1.1%	0.0049	0.4%	100%	True	False	21
10	1.1949	1.1813	0.0136	1.1%	0.0049	0.4%	100%	True	False	40
20	1.1959	1.1813	0.0146	1.2%	0.0056	0.5%	93%	False	False	33
40	1.2286	1.1813	0.0473	4.0%	0.0058	0.5%	29%	False	False	102

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	1.2064
2.618	1.2020
1.618	1.1993
1.000	1.1976
0.618	1.1966
HIGH	1.1949
0.618	1.1939
0.500	1.1936
0.382	1.1932
LOW	1.1922
0.618	1.1905
1.000	1.1895
1.618	1.1878
2.618	1.1851
4.250	1.1807

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	1.1944	1.1929
PP	1.1940	1.1909
S1	1.1936	1.1890

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

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