CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 1.1774 1.1763 -0.0011 -0.1% 1.1706
High 1.1774 1.1773 -0.0001 0.0% 1.1777
Low 1.1745 1.1759 0.0015 0.1% 1.1706
Close 1.1745 1.1759 0.0015 0.1% 1.1759
Range 0.0029 0.0014 -0.0015 -51.7% 0.0072
ATR 0.0031 0.0031 0.0000 -0.6% 0.0000
Volume 4 43 39 975.0% 78
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1806 1.1796 1.1767
R3 1.1792 1.1782 1.1763
R2 1.1778 1.1778 1.1762
R1 1.1768 1.1768 1.1760 1.1766
PP 1.1764 1.1764 1.1764 1.1763
S1 1.1754 1.1754 1.1758 1.1752
S2 1.1750 1.1750 1.1756
S3 1.1736 1.1740 1.1755
S4 1.1722 1.1726 1.1751
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1962 1.1932 1.1798
R3 1.1890 1.1860 1.1779
R2 1.1819 1.1819 1.1772
R1 1.1789 1.1789 1.1766 1.1804
PP 1.1747 1.1747 1.1747 1.1755
S1 1.1717 1.1717 1.1752 1.1732
S2 1.1676 1.1676 1.1746
S3 1.1604 1.1646 1.1739
S4 1.1533 1.1574 1.1720
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% 0.0017 0.1% 75% False False 15
10 1.1777 1.1644 0.0133 1.1% 0.0015 0.1% 86% False False 29
20 1.1817 1.1644 0.0173 1.5% 0.0018 0.2% 66% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1833
2.618 1.1810
1.618 1.1796
1.000 1.1787
0.618 1.1782
HIGH 1.1773
0.618 1.1768
0.500 1.1766
0.382 1.1764
LOW 1.1759
0.618 1.1750
1.000 1.1745
1.618 1.1736
2.618 1.1722
4.250 1.1700
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 1.1766 1.1761
PP 1.1764 1.1760
S1 1.1761 1.1760

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

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