CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 1.1639 1.1609 -0.0030 -0.3% 1.1764
High 1.1651 1.1648 -0.0004 0.0% 1.1768
Low 1.1604 1.1604 0.0001 0.0% 1.1604
Close 1.1625 1.1639 0.0014 0.1% 1.1639
Range 0.0048 0.0044 -0.0004 -8.4% 0.0165
ATR 0.0051 0.0050 -0.0001 -1.0% 0.0000
Volume 1,365 455 -910 -66.7% 3,621
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1761 1.1743 1.1662
R3 1.1717 1.1700 1.1650
R2 1.1674 1.1674 1.1646
R1 1.1656 1.1656 1.1642 1.1665
PP 1.1630 1.1630 1.1630 1.1634
S1 1.1613 1.1613 1.1635 1.1621
S2 1.1587 1.1587 1.1631
S3 1.1543 1.1569 1.1627
S4 1.1500 1.1526 1.1615
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2164 1.2066 1.1729
R3 1.1999 1.1901 1.1684
R2 1.1835 1.1835 1.1669
R1 1.1737 1.1737 1.1654 1.1703
PP 1.1670 1.1670 1.1670 1.1653
S1 1.1572 1.1572 1.1623 1.1539
S2 1.1506 1.1506 1.1608
S3 1.1341 1.1408 1.1593
S4 1.1177 1.1243 1.1548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1768 1.1604 0.0165 1.4% 0.0053 0.5% 21% False False 724
10 1.1800 1.1604 0.0197 1.7% 0.0052 0.4% 18% False False 523
20 1.1956 1.1604 0.0353 3.0% 0.0049 0.4% 10% False False 511
40 1.1956 1.1604 0.0353 3.0% 0.0046 0.4% 10% False False 289
60 1.1965 1.1604 0.0361 3.1% 0.0048 0.4% 10% False False 203
80 1.2259 1.1604 0.0656 5.6% 0.0051 0.4% 5% False False 159
100 1.2334 1.1604 0.0731 6.3% 0.0050 0.4% 5% False False 219
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1832
2.618 1.1761
1.618 1.1718
1.000 1.1691
0.618 1.1674
HIGH 1.1648
0.618 1.1631
0.500 1.1626
0.382 1.1621
LOW 1.1604
0.618 1.1577
1.000 1.1561
1.618 1.1534
2.618 1.1490
4.250 1.1419
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 1.1634 1.1668
PP 1.1630 1.1658
S1 1.1626 1.1648

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

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