CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 1.1763 1.1774 0.0011 0.1% 1.1673
High 1.1777 1.1774 -0.0004 0.0% 1.1725
Low 1.1763 1.1745 -0.0019 -0.2% 1.1644
Close 1.1777 1.1745 -0.0033 -0.3% 1.1725
Range 0.0014 0.0029 0.0015 107.1% 0.0081
ATR 0.0031 0.0031 0.0000 0.3% 0.0000
Volume 4 4 0 0.0% 216
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1841 1.1822 1.1760
R3 1.1812 1.1793 1.1752
R2 1.1783 1.1783 1.1750
R1 1.1764 1.1764 1.1747 1.1759
PP 1.1754 1.1754 1.1754 1.1752
S1 1.1735 1.1735 1.1742 1.1730
S2 1.1725 1.1725 1.1739
S3 1.1696 1.1706 1.1737
S4 1.1667 1.1677 1.1729
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1941 1.1914 1.1770
R3 1.1860 1.1833 1.1747
R2 1.1779 1.1779 1.1740
R1 1.1752 1.1752 1.1732 1.1766
PP 1.1698 1.1698 1.1698 1.1705
S1 1.1671 1.1671 1.1718 1.1685
S2 1.1617 1.1617 1.1710
S3 1.1536 1.1590 1.1703
S4 1.1455 1.1509 1.1680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1777 1.1706 0.0072 0.6% 0.0014 0.1% 55% False False 12
10 1.1777 1.1644 0.0133 1.1% 0.0014 0.1% 76% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1897
2.618 1.1849
1.618 1.1820
1.000 1.1803
0.618 1.1791
HIGH 1.1774
0.618 1.1762
0.500 1.1759
0.382 1.1756
LOW 1.1745
0.618 1.1727
1.000 1.1716
1.618 1.1698
2.618 1.1669
4.250 1.1621
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 1.1759 1.1761
PP 1.1754 1.1755
S1 1.1749 1.1750

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

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