CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 1.1586 1.1568 -0.0018 -0.2% 1.1610
High 1.1601 1.1584 -0.0017 -0.1% 1.1656
Low 1.1562 1.1538 -0.0025 -0.2% 1.1545
Close 1.1574 1.1544 -0.0030 -0.3% 1.1591
Range 0.0039 0.0047 0.0008 19.2% 0.0112
ATR 0.0050 0.0049 0.0000 -0.4% 0.0000
Volume 109,316 131,335 22,019 20.1% 737,910
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1695 1.1666 1.1569
R3 1.1648 1.1619 1.1556
R2 1.1602 1.1602 1.1552
R1 1.1573 1.1573 1.1548 1.1564
PP 1.1555 1.1555 1.1555 1.1551
S1 1.1526 1.1526 1.1539 1.1517
S2 1.1509 1.1509 1.1535
S3 1.1462 1.1480 1.1531
S4 1.1416 1.1433 1.1518
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1932 1.1873 1.1652
R3 1.1820 1.1761 1.1622
R2 1.1709 1.1709 1.1611
R1 1.1650 1.1650 1.1601 1.1624
PP 1.1597 1.1597 1.1597 1.1584
S1 1.1538 1.1538 1.1581 1.1512
S2 1.1486 1.1486 1.1571
S3 1.1374 1.1427 1.1560
S4 1.1263 1.1315 1.1530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1616 1.1538 0.0079 0.7% 0.0045 0.4% 8% False True 140,498
10 1.1707 1.1538 0.0170 1.5% 0.0052 0.4% 4% False True 156,925
20 1.1853 1.1538 0.0316 2.7% 0.0051 0.4% 2% False True 154,043
40 1.1932 1.1538 0.0395 3.4% 0.0049 0.4% 2% False True 112,424
60 1.1940 1.1538 0.0402 3.5% 0.0050 0.4% 1% False True 75,114
80 1.2016 1.1538 0.0478 4.1% 0.0052 0.4% 1% False True 56,469
100 1.2314 1.1538 0.0777 6.7% 0.0055 0.5% 1% False True 45,281
120 1.2314 1.1538 0.0777 6.7% 0.0056 0.5% 1% False True 37,760
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1706
1.618 1.1659
1.000 1.1631
0.618 1.1613
HIGH 1.1584
0.618 1.1566
0.500 1.1561
0.382 1.1555
LOW 1.1538
0.618 1.1509
1.000 1.1491
1.618 1.1462
2.618 1.1416
4.250 1.1340
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 1.1561 1.1569
PP 1.1555 1.1561
S1 1.1549 1.1552

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

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