CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 1.1750 1.1744 -0.0006 0.0% 1.1837
High 1.1768 1.1775 0.0007 0.1% 1.1867
Low 1.1734 1.1703 -0.0031 -0.3% 1.1743
Close 1.1745 1.1712 -0.0034 -0.3% 1.1749
Range 0.0035 0.0072 0.0038 108.7% 0.0124
ATR 0.0048 0.0050 0.0002 3.6% 0.0000
Volume 128,134 180,579 52,445 40.9% 738,011
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1946 1.1901 1.1751
R3 1.1874 1.1829 1.1731
R2 1.1802 1.1802 1.1725
R1 1.1757 1.1757 1.1718 1.1743
PP 1.1730 1.1730 1.1730 1.1723
S1 1.1685 1.1685 1.1705 1.1671
S2 1.1658 1.1658 1.1698
S3 1.1586 1.1613 1.1692
S4 1.1514 1.1541 1.1672
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2158 1.2078 1.1817
R3 1.2034 1.1954 1.1783
R2 1.1910 1.1910 1.1772
R1 1.1830 1.1830 1.1760 1.1808
PP 1.1786 1.1786 1.1786 1.1776
S1 1.1706 1.1706 1.1738 1.1684
S2 1.1662 1.1662 1.1726
S3 1.1538 1.1582 1.1715
S4 1.1414 1.1458 1.1681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1841 1.1703 0.0138 1.2% 0.0056 0.5% 6% False True 156,851
10 1.1873 1.1703 0.0170 1.4% 0.0049 0.4% 5% False True 165,661
20 1.1932 1.1703 0.0229 2.0% 0.0048 0.4% 4% False True 115,329
40 1.1940 1.1690 0.0250 2.1% 0.0049 0.4% 9% False False 58,214
60 1.1969 1.1690 0.0279 2.4% 0.0052 0.4% 8% False False 38,935
80 1.2299 1.1690 0.0609 5.2% 0.0055 0.5% 4% False False 29,365
100 1.2314 1.1690 0.0624 5.3% 0.0057 0.5% 3% False False 23,539
120 1.2314 1.1690 0.0624 5.3% 0.0057 0.5% 3% False False 19,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.2081
2.618 1.1963
1.618 1.1891
1.000 1.1847
0.618 1.1819
HIGH 1.1775
0.618 1.1747
0.500 1.1739
0.382 1.1731
LOW 1.1703
0.618 1.1659
1.000 1.1631
1.618 1.1587
2.618 1.1515
4.250 1.1397
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 1.1739 1.1739
PP 1.1730 1.1730
S1 1.1721 1.1721

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

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