CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 1.1913 1.1890 -0.0023 -0.2% 1.1847
High 1.1931 1.1898 -0.0033 -0.3% 1.1956
Low 1.1886 1.1851 -0.0035 -0.3% 1.1834
Close 1.1894 1.1873 -0.0021 -0.2% 1.1939
Range 0.0045 0.0047 0.0003 5.6% 0.0122
ATR 0.0047 0.0047 0.0000 -0.1% 0.0000
Volume 322 840 518 160.9% 1,149
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2015 1.1991 1.1899
R3 1.1968 1.1944 1.1886
R2 1.1921 1.1921 1.1882
R1 1.1897 1.1897 1.1877 1.1886
PP 1.1874 1.1874 1.1874 1.1868
S1 1.1850 1.1850 1.1869 1.1839
S2 1.1827 1.1827 1.1864
S3 1.1780 1.1803 1.1860
S4 1.1733 1.1756 1.1847
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2276 1.2229 1.2006
R3 1.2154 1.2107 1.1973
R2 1.2032 1.2032 1.1961
R1 1.1985 1.1985 1.1950 1.2009
PP 1.1910 1.1910 1.1910 1.1921
S1 1.1863 1.1863 1.1928 1.1887
S2 1.1788 1.1788 1.1917
S3 1.1666 1.1741 1.1905
S4 1.1544 1.1619 1.1872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1956 1.1845 0.0112 0.9% 0.0047 0.4% 26% False False 421
10 1.1956 1.1780 0.0176 1.5% 0.0045 0.4% 53% False False 235
20 1.1956 1.1717 0.0239 2.0% 0.0043 0.4% 65% False False 132
40 1.1965 1.1717 0.0248 2.1% 0.0045 0.4% 63% False False 83
60 1.2207 1.1717 0.0490 4.1% 0.0051 0.4% 32% False False 61
80 1.2334 1.1717 0.0617 5.2% 0.0051 0.4% 25% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2098
2.618 1.2021
1.618 1.1974
1.000 1.1945
0.618 1.1927
HIGH 1.1898
0.618 1.1880
0.500 1.1875
0.382 1.1869
LOW 1.1851
0.618 1.1822
1.000 1.1804
1.618 1.1775
2.618 1.1728
4.250 1.1651
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 1.1875 1.1904
PP 1.1874 1.1893
S1 1.1874 1.1883

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

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