CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 1.1594 1.1595 0.0001 0.0% 1.1644
High 1.1609 1.1620 0.0011 0.1% 1.1681
Low 1.1589 1.1583 -0.0006 0.0% 1.1572
Close 1.1591 1.1617 0.0026 0.2% 1.1617
Range 0.0021 0.0037 0.0017 80.5% 0.0109
ATR 0.0048 0.0048 -0.0001 -1.7% 0.0000
Volume 459 346 -113 -24.6% 1,914
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1718 1.1704 1.1637
R3 1.1681 1.1667 1.1627
R2 1.1644 1.1644 1.1623
R1 1.1630 1.1630 1.1620 1.1637
PP 1.1607 1.1607 1.1607 1.1610
S1 1.1593 1.1593 1.1613 1.1600
S2 1.1570 1.1570 1.1610
S3 1.1533 1.1556 1.1606
S4 1.1496 1.1519 1.1596
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1950 1.1892 1.1676
R3 1.1841 1.1783 1.1646
R2 1.1732 1.1732 1.1636
R1 1.1674 1.1674 1.1626 1.1649
PP 1.1623 1.1623 1.1623 1.1610
S1 1.1565 1.1565 1.1607 1.1540
S2 1.1514 1.1514 1.1597
S3 1.1405 1.1456 1.1587
S4 1.1296 1.1347 1.1557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1681 1.1572 0.0109 0.9% 0.0041 0.4% 41% False False 382
10 1.1768 1.1572 0.0196 1.7% 0.0047 0.4% 23% False False 553
20 1.1892 1.1572 0.0320 2.8% 0.0049 0.4% 14% False False 447
40 1.1956 1.1572 0.0384 3.3% 0.0046 0.4% 12% False False 333
60 1.1965 1.1572 0.0393 3.4% 0.0046 0.4% 11% False False 234
80 1.2071 1.1572 0.0499 4.3% 0.0050 0.4% 9% False False 180
100 1.2334 1.1572 0.0762 6.6% 0.0050 0.4% 6% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1777
2.618 1.1717
1.618 1.1680
1.000 1.1657
0.618 1.1643
HIGH 1.1620
0.618 1.1606
0.500 1.1602
0.382 1.1597
LOW 1.1583
0.618 1.1560
1.000 1.1546
1.618 1.1523
2.618 1.1486
4.250 1.1426
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 1.1612 1.1612
PP 1.1607 1.1608
S1 1.1602 1.1604

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

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