CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 1.1737 1.1721 -0.0016 -0.1% 1.1706
High 1.1737 1.1721 -0.0016 -0.1% 1.1777
Low 1.1737 1.1721 -0.0016 -0.1% 1.1706
Close 1.1737 1.1721 -0.0016 -0.1% 1.1759
Range
ATR 0.0030 0.0029 -0.0001 -3.5% 0.0000
Volume 1 128 127 12,700.0% 78
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1721 1.1721 1.1721
R3 1.1721 1.1721 1.1721
R2 1.1721 1.1721 1.1721
R1 1.1721 1.1721 1.1721 1.1721
PP 1.1721 1.1721 1.1721 1.1721
S1 1.1721 1.1721 1.1721 1.1721
S2 1.1721 1.1721 1.1721
S3 1.1721 1.1721 1.1721
S4 1.1721 1.1721 1.1721
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 1.1721 0.0056 0.5% 0.0011 0.1% 0% False True 36
10 1.1777 1.1679 0.0098 0.8% 0.0012 0.1% 43% False False 37
20 1.1796 1.1644 0.0152 1.3% 0.0017 0.1% 51% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.1721
2.618 1.1721
1.618 1.1721
1.000 1.1721
0.618 1.1721
HIGH 1.1721
0.618 1.1721
0.500 1.1721
0.382 1.1721
LOW 1.1721
0.618 1.1721
1.000 1.1721
1.618 1.1721
2.618 1.1721
4.250 1.1721
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 1.1721 1.1747
PP 1.1721 1.1738
S1 1.1721 1.1730

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

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