CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 1.1764 1.1750 -0.0014 -0.1% 1.1810
High 1.1793 1.1766 -0.0028 -0.2% 1.1857
Low 1.1747 1.1719 -0.0029 -0.2% 1.1762
Close 1.1765 1.1728 -0.0038 -0.3% 1.1849
Range 0.0046 0.0047 0.0001 2.2% 0.0096
ATR 0.0051 0.0051 0.0000 -0.5% 0.0000
Volume 12 30 18 150.0% 128
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1878 1.1850 1.1753
R3 1.1831 1.1803 1.1740
R2 1.1784 1.1784 1.1736
R1 1.1756 1.1756 1.1732 1.1747
PP 1.1737 1.1737 1.1737 1.1733
S1 1.1709 1.1709 1.1723 1.1700
S2 1.1690 1.1690 1.1719
S3 1.1643 1.1662 1.1715
S4 1.1596 1.1615 1.1702
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 1.1719 0.0139 1.2% 0.0044 0.4% 6% False True 32
10 1.1885 1.1719 0.0167 1.4% 0.0043 0.4% 5% False True 31
20 1.1965 1.1719 0.0246 2.1% 0.0044 0.4% 4% False True 29
40 1.2040 1.1719 0.0322 2.7% 0.0050 0.4% 3% False True 29
60 1.2334 1.1719 0.0616 5.2% 0.0053 0.5% 1% False True 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1965
2.618 1.1889
1.618 1.1842
1.000 1.1813
0.618 1.1795
HIGH 1.1766
0.618 1.1748
0.500 1.1742
0.382 1.1736
LOW 1.1719
0.618 1.1689
1.000 1.1672
1.618 1.1642
2.618 1.1595
4.250 1.1519
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 1.1742 1.1778
PP 1.1737 1.1761
S1 1.1732 1.1744

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

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