CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 1.1770 1.1774 0.0004 0.0% 1.1852
High 1.1781 1.1793 0.0012 0.1% 1.1892
Low 1.1746 1.1761 0.0015 0.1% 1.1771
Close 1.1770 1.1771 0.0001 0.0% 1.1775
Range 0.0036 0.0033 -0.0003 -8.5% 0.0122
ATR 0.0047 0.0046 -0.0001 -2.2% 0.0000
Volume 188 189 1 0.5% 1,792
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1872 1.1854 1.1789
R3 1.1840 1.1822 1.1780
R2 1.1807 1.1807 1.1777
R1 1.1789 1.1789 1.1774 1.1782
PP 1.1775 1.1775 1.1775 1.1771
S1 1.1757 1.1757 1.1768 1.1750
S2 1.1742 1.1742 1.1765
S3 1.1710 1.1724 1.1762
S4 1.1677 1.1692 1.1753
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2177 1.2098 1.1842
R3 1.2056 1.1976 1.1808
R2 1.1934 1.1934 1.1797
R1 1.1855 1.1855 1.1786 1.1834
PP 1.1813 1.1813 1.1813 1.1802
S1 1.1733 1.1733 1.1764 1.1712
S2 1.1691 1.1691 1.1753
S3 1.1570 1.1612 1.1742
S4 1.1448 1.1490 1.1708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1878 1.1746 0.0133 1.1% 0.0047 0.4% 19% False False 300
10 1.1898 1.1746 0.0153 1.3% 0.0044 0.4% 17% False False 485
20 1.1956 1.1746 0.0211 1.8% 0.0044 0.4% 12% False False 320
40 1.1965 1.1717 0.0248 2.1% 0.0044 0.4% 22% False False 173
60 1.2010 1.1717 0.0293 2.5% 0.0048 0.4% 18% False False 126
80 1.2318 1.1717 0.0601 5.1% 0.0051 0.4% 9% False False 174
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1931
2.618 1.1878
1.618 1.1846
1.000 1.1826
0.618 1.1813
HIGH 1.1793
0.618 1.1781
0.500 1.1777
0.382 1.1773
LOW 1.1761
0.618 1.1740
1.000 1.1728
1.618 1.1708
2.618 1.1675
4.250 1.1622
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 1.1777 1.1790
PP 1.1775 1.1784
S1 1.1773 1.1777

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

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