CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 1.1754 1.1803 0.0049 0.4% 1.1844
High 1.1801 1.1815 0.0014 0.1% 1.1853
Low 1.1747 1.1781 0.0034 0.3% 1.1717
Close 1.1801 1.1808 0.0007 0.1% 1.1749
Range 0.0055 0.0035 -0.0020 -36.7% 0.0136
ATR 0.0050 0.0049 -0.0001 -2.2% 0.0000
Volume 7 40 33 471.4% 165
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.1905 1.1891 1.1826
R3 1.1870 1.1856 1.1817
R2 1.1836 1.1836 1.1814
R1 1.1822 1.1822 1.1811 1.1829
PP 1.1801 1.1801 1.1801 1.1805
S1 1.1787 1.1787 1.1804 1.1794
S2 1.1767 1.1767 1.1801
S3 1.1732 1.1753 1.1798
S4 1.1698 1.1718 1.1789
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.2179 1.2100 1.1824
R3 1.2044 1.1964 1.1786
R2 1.1908 1.1908 1.1774
R1 1.1829 1.1829 1.1761 1.1801
PP 1.1773 1.1773 1.1773 1.1759
S1 1.1693 1.1693 1.1737 1.1665
S2 1.1637 1.1637 1.1724
S3 1.1502 1.1558 1.1712
S4 1.1366 1.1422 1.1674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1815 1.1717 0.0098 0.8% 0.0044 0.4% 92% True False 19
10 1.1857 1.1717 0.0140 1.2% 0.0042 0.4% 65% False False 29
20 1.1965 1.1717 0.0248 2.1% 0.0043 0.4% 37% False False 28
40 1.1995 1.1717 0.0278 2.4% 0.0050 0.4% 33% False False 29
60 1.2318 1.1717 0.0601 5.1% 0.0053 0.4% 15% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1962
2.618 1.1905
1.618 1.1871
1.000 1.1850
0.618 1.1836
HIGH 1.1815
0.618 1.1802
0.500 1.1798
0.382 1.1794
LOW 1.1781
0.618 1.1759
1.000 1.1746
1.618 1.1725
2.618 1.1690
4.250 1.1634
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 1.1804 1.1794
PP 1.1801 1.1780
S1 1.1798 1.1766

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

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