CME Euro FX (E) Future December 2021


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 1.1637 1.1651 0.0015 0.1% 1.1612
High 1.1667 1.1676 0.0009 0.1% 1.1682
Low 1.1632 1.1601 -0.0031 -0.3% 1.1584
Close 1.1648 1.1624 -0.0024 -0.2% 1.1648
Range 0.0035 0.0075 0.0040 114.3% 0.0098
ATR 0.0048 0.0050 0.0002 4.0% 0.0000
Volume 149,031 160,431 11,400 7.6% 737,705
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1859 1.1816 1.1665
R3 1.1784 1.1741 1.1644
R2 1.1709 1.1709 1.1637
R1 1.1666 1.1666 1.1630 1.1650
PP 1.1634 1.1634 1.1634 1.1625
S1 1.1591 1.1591 1.1617 1.1575
S2 1.1559 1.1559 1.1610
S3 1.1484 1.1516 1.1603
S4 1.1409 1.1441 1.1582
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1930 1.1886 1.1701
R3 1.1833 1.1789 1.1674
R2 1.1735 1.1735 1.1665
R1 1.1691 1.1691 1.1656 1.1713
PP 1.1638 1.1638 1.1638 1.1649
S1 1.1594 1.1594 1.1639 1.1616
S2 1.1540 1.1540 1.1630
S3 1.1443 1.1496 1.1621
S4 1.1345 1.1399 1.1594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1682 1.1601 0.0081 0.7% 0.0052 0.4% 28% False True 148,752
10 1.1682 1.1538 0.0144 1.2% 0.0050 0.4% 60% False False 147,151
20 1.1721 1.1538 0.0183 1.6% 0.0050 0.4% 47% False False 154,852
40 1.1932 1.1538 0.0395 3.4% 0.0049 0.4% 22% False False 145,401
60 1.1932 1.1538 0.0395 3.4% 0.0049 0.4% 22% False False 97,393
80 1.1940 1.1538 0.0402 3.5% 0.0052 0.4% 21% False False 73,138
100 1.2262 1.1538 0.0724 6.2% 0.0054 0.5% 12% False False 58,653
120 1.2314 1.1538 0.0777 6.7% 0.0056 0.5% 11% False False 48,918
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1995
2.618 1.1872
1.618 1.1797
1.000 1.1751
0.618 1.1722
HIGH 1.1676
0.618 1.1647
0.500 1.1639
0.382 1.1630
LOW 1.1601
0.618 1.1555
1.000 1.1526
1.618 1.1480
2.618 1.1405
4.250 1.1282
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 1.1639 1.1640
PP 1.1634 1.1635
S1 1.1629 1.1629

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

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