CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 1.1611 1.1614 0.0003 0.0% 1.1586
High 1.1637 1.1632 -0.0006 0.0% 1.1637
Low 1.1597 1.1601 0.0004 0.0% 1.1538
Close 1.1612 1.1619 0.0007 0.1% 1.1619
Range 0.0041 0.0031 -0.0010 -23.5% 0.0100
ATR 0.0050 0.0049 -0.0001 -2.7% 0.0000
Volume 142,075 133,598 -8,477 -6.0% 682,690
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1710 1.1695 1.1636
R3 1.1679 1.1664 1.1627
R2 1.1648 1.1648 1.1624
R1 1.1633 1.1633 1.1621 1.1641
PP 1.1617 1.1617 1.1617 1.1621
S1 1.1602 1.1602 1.1616 1.1610
S2 1.1586 1.1586 1.1613
S3 1.1555 1.1571 1.1610
S4 1.1524 1.1540 1.1601
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1896 1.1857 1.1673
R3 1.1797 1.1757 1.1646
R2 1.1697 1.1697 1.1637
R1 1.1658 1.1658 1.1628 1.1678
PP 1.1598 1.1598 1.1598 1.1608
S1 1.1558 1.1558 1.1609 1.1578
S2 1.1498 1.1498 1.1600
S3 1.1399 1.1459 1.1591
S4 1.1299 1.1359 1.1564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1637 1.1538 0.0100 0.9% 0.0045 0.4% 81% False False 136,538
10 1.1656 1.1538 0.0119 1.0% 0.0046 0.4% 68% False False 142,060
20 1.1775 1.1538 0.0238 2.0% 0.0050 0.4% 34% False False 153,496
40 1.1932 1.1538 0.0395 3.4% 0.0048 0.4% 21% False False 123,339
60 1.1940 1.1538 0.0402 3.5% 0.0049 0.4% 20% False False 82,465
80 1.2016 1.1538 0.0478 4.1% 0.0051 0.4% 17% False False 61,959
100 1.2310 1.1538 0.0773 6.6% 0.0055 0.5% 10% False False 49,682
120 1.2314 1.1538 0.0777 6.7% 0.0056 0.5% 10% False False 41,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1763
2.618 1.1713
1.618 1.1682
1.000 1.1663
0.618 1.1651
HIGH 1.1632
0.618 1.1620
0.500 1.1616
0.382 1.1612
LOW 1.1601
0.618 1.1581
1.000 1.1570
1.618 1.1550
2.618 1.1519
4.250 1.1469
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 1.1618 1.1609
PP 1.1617 1.1599
S1 1.1616 1.1590

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

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