CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 1.1763 1.1737 -0.0026 -0.2% 1.1706
High 1.1773 1.1737 -0.0037 -0.3% 1.1777
Low 1.1759 1.1737 -0.0023 -0.2% 1.1706
Close 1.1759 1.1737 -0.0023 -0.2% 1.1759
Range 0.0014 0.0000 -0.0014 -100.0% 0.0072
ATR 0.0031 0.0030 -0.0001 -2.0% 0.0000
Volume 43 1 -42 -97.7% 78
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1737 1.1737 1.1737
R3 1.1737 1.1737 1.1737
R2 1.1737 1.1737 1.1737
R1 1.1737 1.1737 1.1737 1.1737
PP 1.1737 1.1737 1.1737 1.1737
S1 1.1737 1.1737 1.1737 1.1737
S2 1.1737 1.1737 1.1737
S3 1.1737 1.1737 1.1737
S4 1.1737 1.1737 1.1737
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 1.1737 0.0041 0.3% 0.0011 0.1% 0% False True 10
10 1.1777 1.1644 0.0133 1.1% 0.0013 0.1% 70% False False 28
20 1.1796 1.1644 0.0152 1.3% 0.0017 0.1% 61% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1737
2.618 1.1737
1.618 1.1737
1.000 1.1737
0.618 1.1737
HIGH 1.1737
0.618 1.1737
0.500 1.1737
0.382 1.1737
LOW 1.1737
0.618 1.1737
1.000 1.1737
1.618 1.1737
2.618 1.1737
4.250 1.1737
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 1.1737 1.1755
PP 1.1737 1.1749
S1 1.1737 1.1743

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

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