CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 1.1764 1.1733 -0.0031 -0.3% 1.1852
High 1.1800 1.1795 -0.0006 0.0% 1.1892
Low 1.1730 1.1728 -0.0002 0.0% 1.1771
Close 1.1738 1.1792 0.0054 0.5% 1.1775
Range 0.0071 0.0067 -0.0004 -5.0% 0.0122
ATR 0.0048 0.0049 0.0001 2.9% 0.0000
Volume 279 589 310 111.1% 1,792
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1972 1.1949 1.1828
R3 1.1905 1.1882 1.1810
R2 1.1838 1.1838 1.1804
R1 1.1815 1.1815 1.1798 1.1827
PP 1.1771 1.1771 1.1771 1.1777
S1 1.1748 1.1748 1.1785 1.1760
S2 1.1704 1.1704 1.1779
S3 1.1637 1.1681 1.1773
S4 1.1570 1.1614 1.1755
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 1.1835 1.1728 0.0107 0.9% 0.0054 0.5% 60% False True 332
10 1.1897 1.1728 0.0170 1.4% 0.0050 0.4% 38% False True 342
20 1.1956 1.1728 0.0229 1.9% 0.0047 0.4% 28% False True 360
40 1.1965 1.1717 0.0248 2.1% 0.0044 0.4% 30% False False 194
60 1.1973 1.1717 0.0256 2.2% 0.0049 0.4% 29% False False 140
80 1.2286 1.1717 0.0569 4.8% 0.0051 0.4% 13% False False 166
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2079
2.618 1.1970
1.618 1.1903
1.000 1.1862
0.618 1.1836
HIGH 1.1795
0.618 1.1769
0.500 1.1761
0.382 1.1753
LOW 1.1728
0.618 1.1686
1.000 1.1661
1.618 1.1619
2.618 1.1552
4.250 1.1443
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 1.1781 1.1782
PP 1.1771 1.1773
S1 1.1761 1.1764

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

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