CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 1.1774 1.1795 0.0021 0.2% 1.1938
High 1.1796 1.1807 0.0011 0.1% 1.1954
Low 1.1765 1.1762 -0.0004 0.0% 1.1809
Close 1.1776 1.1792 0.0016 0.1% 1.1812
Range 0.0031 0.0046 0.0015 46.8% 0.0145
ATR 0.0052 0.0051 0.0000 -0.8% 0.0000
Volume 36 41 5 13.9% 144
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1923 1.1903 1.1817
R3 1.1878 1.1858 1.1805
R2 1.1832 1.1832 1.1800
R1 1.1812 1.1812 1.1796 1.1800
PP 1.1787 1.1787 1.1787 1.1781
S1 1.1767 1.1767 1.1788 1.1754
S2 1.1741 1.1741 1.1784
S3 1.1696 1.1721 1.1779
S4 1.1650 1.1676 1.1767
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2293 1.2197 1.1891
R3 1.2148 1.2052 1.1851
R2 1.2003 1.2003 1.1838
R1 1.1907 1.1907 1.1825 1.1883
PP 1.1858 1.1858 1.1858 1.1846
S1 1.1762 1.1762 1.1798 1.1738
S2 1.1713 1.1713 1.1785
S3 1.1568 1.1617 1.1772
S4 1.1423 1.1472 1.1732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1910 1.1762 0.0149 1.3% 0.0042 0.4% 21% False True 28
10 1.1965 1.1762 0.0203 1.7% 0.0042 0.4% 15% False True 29
20 1.1965 1.1762 0.0203 1.7% 0.0047 0.4% 15% False True 34
40 1.2197 1.1762 0.0436 3.7% 0.0056 0.5% 7% False True 26
60 1.2334 1.1762 0.0573 4.9% 0.0054 0.5% 5% False True 173
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2000
2.618 1.1926
1.618 1.1881
1.000 1.1853
0.618 1.1835
HIGH 1.1807
0.618 1.1790
0.500 1.1784
0.382 1.1779
LOW 1.1762
0.618 1.1733
1.000 1.1716
1.618 1.1688
2.618 1.1642
4.250 1.1568
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 1.1789 1.1792
PP 1.1787 1.1792
S1 1.1784 1.1792

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

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