CME Euro FX (E) Future March 2022

Trading Metrics calculated at close of trading on 30-Jul-2021

Day Change Summary
	Previous	Current
	29-Jul-2021	30-Jul-2021	Change	Change %	Previous Week
Open	1.1922	1.1935	0.0013	0.1%	1.1867
High	1.1949	1.1965	0.0016	0.1%	1.1965
Low	1.1922	1.1910	-0.0013	-0.1%	1.1824
Close	1.1949	1.1913	-0.0036	-0.3%	1.1913
Range	0.0027	0.0055	0.0028	103.7%	0.0141
ATR	0.0057	0.0057	0.0000	-0.2%	0.0000
Volume	27	43	16	59.3%	92

Daily Pivots for day following 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2094	1.2059	1.1943
R3	1.2039	1.2004	1.1928
R2	1.1984	1.1984	1.1923
R1	1.1949	1.1949	1.1918	1.1939
PP	1.1929	1.1929	1.1929	1.1924
S1	1.1894	1.1894	1.1908	1.1884
S2	1.1874	1.1874	1.1903
S3	1.1819	1.1839	1.1898
S4	1.1764	1.1784	1.1883

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2322	1.2258	1.1990
R3	1.2182	1.2118	1.1952
R2	1.2041	1.2041	1.1939
R1	1.1977	1.1977	1.1926	1.2009
PP	1.1901	1.1901	1.1901	1.1917
S1	1.1837	1.1837	1.1900	1.1869
S2	1.1760	1.1760	1.1887
S3	1.1620	1.1696	1.1874
S4	1.1479	1.1556	1.1836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1965	1.1824	0.0141	1.2%	0.0054	0.5%	63%	True	False	18
10	1.1965	1.1813	0.0152	1.3%	0.0052	0.4%	66%	True	False	33
20	1.1965	1.1813	0.0152	1.3%	0.0057	0.5%	66%	True	False	34
40	1.2286	1.1813	0.0473	4.0%	0.0057	0.5%	21%	False	False	63

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2198
2.618	1.2108
1.618	1.2053
1.000	1.2020
0.618	1.1998
HIGH	1.1965
0.618	1.1943
0.500	1.1937
0.382	1.1931
LOW	1.1910
0.618	1.1876
1.000	1.1855
1.618	1.1821
2.618	1.1766
4.250	1.1676

Fisher Pivots for day following 30-Jul-2021
Pivot	1 day	3 day
R1	1.1937	1.1909
PP	1.1929	1.1905
S1	1.1921	1.1901

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols