CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 18-Aug-2021
Day Change Summary
Previous Current
17-Aug-2021 18-Aug-2021 Change Change % Previous Week
Open 1.1828 1.1764 -0.0064 -0.5% 1.1810
High 1.1837 1.1793 -0.0044 -0.4% 1.1857
Low 1.1762 1.1747 -0.0015 -0.1% 1.1762
Close 1.1764 1.1765 0.0002 0.0% 1.1849
Range 0.0075 0.0046 -0.0029 -38.7% 0.0096
ATR 0.0051 0.0051 0.0000 -0.7% 0.0000
Volume 13 12 -1 -7.7% 128
Daily Pivots for day following 18-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1906 1.1882 1.1790
R3 1.1860 1.1836 1.1778
R2 1.1814 1.1814 1.1773
R1 1.1790 1.1790 1.1769 1.1802
PP 1.1768 1.1768 1.1768 1.1775
S1 1.1744 1.1744 1.1761 1.1756
S2 1.1722 1.1722 1.1757
S3 1.1676 1.1698 1.1752
S4 1.1630 1.1652 1.1740
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2109 1.2074 1.1901
R3 1.2013 1.1979 1.1875
R2 1.1918 1.1918 1.1866
R1 1.1883 1.1883 1.1857 1.1901
PP 1.1822 1.1822 1.1822 1.1831
S1 1.1788 1.1788 1.1840 1.1805
S2 1.1727 1.1727 1.1831
S3 1.1631 1.1692 1.1822
S4 1.1536 1.1597 1.1796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1857 1.1747 0.0110 0.9% 0.0039 0.3% 16% False True 34
10 1.1910 1.1747 0.0163 1.4% 0.0041 0.3% 11% False True 31
20 1.1965 1.1747 0.0218 1.8% 0.0045 0.4% 8% False True 29
40 1.2040 1.1747 0.0293 2.5% 0.0050 0.4% 6% False True 28
60 1.2334 1.1747 0.0587 5.0% 0.0053 0.4% 3% False True 176
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1989
2.618 1.1913
1.618 1.1867
1.000 1.1839
0.618 1.1821
HIGH 1.1793
0.618 1.1775
0.500 1.1770
0.382 1.1765
LOW 1.1747
0.618 1.1719
1.000 1.1701
1.618 1.1673
2.618 1.1627
4.250 1.1552
Fisher Pivots for day following 18-Aug-2021
Pivot 1 day 3 day
R1 1.1770 1.1800
PP 1.1768 1.1788
S1 1.1767 1.1777

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

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