CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 1.1609 1.1644 0.0035 0.3% 1.1764
High 1.1648 1.1681 0.0034 0.3% 1.1768
Low 1.1604 1.1633 0.0029 0.2% 1.1604
Close 1.1639 1.1666 0.0027 0.2% 1.1639
Range 0.0044 0.0048 0.0005 10.3% 0.0165
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 455 519 64 14.1% 3,621
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1804 1.1783 1.1692
R3 1.1756 1.1735 1.1679
R2 1.1708 1.1708 1.1674
R1 1.1687 1.1687 1.1670 1.1697
PP 1.1660 1.1660 1.1660 1.1665
S1 1.1639 1.1639 1.1661 1.1649
S2 1.1612 1.1612 1.1657
S3 1.1564 1.1591 1.1652
S4 1.1516 1.1543 1.1639
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 1.1746 1.1604 0.0143 1.2% 0.0054 0.5% 44% False False 780
10 1.1800 1.1604 0.0197 1.7% 0.0053 0.5% 32% False False 556
20 1.1931 1.1604 0.0327 2.8% 0.0049 0.4% 19% False False 527
40 1.1956 1.1604 0.0353 3.0% 0.0045 0.4% 18% False False 302
60 1.1965 1.1604 0.0361 3.1% 0.0048 0.4% 17% False False 212
80 1.2259 1.1604 0.0656 5.6% 0.0051 0.4% 9% False False 163
100 1.2334 1.1604 0.0731 6.3% 0.0050 0.4% 8% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1885
2.618 1.1807
1.618 1.1759
1.000 1.1729
0.618 1.1711
HIGH 1.1681
0.618 1.1663
0.500 1.1657
0.382 1.1651
LOW 1.1633
0.618 1.1603
1.000 1.1585
1.618 1.1555
2.618 1.1507
4.250 1.1429
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 1.1663 1.1658
PP 1.1660 1.1650
S1 1.1657 1.1642

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

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