CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 1.1594 1.1571 -0.0023 -0.2% 1.1644
High 1.1608 1.1636 0.0028 0.2% 1.1681
Low 1.1564 1.1570 0.0006 0.1% 1.1572
Close 1.1570 1.1629 0.0060 0.5% 1.1617
Range 0.0044 0.0066 0.0022 50.6% 0.0109
ATR 0.0047 0.0048 0.0001 3.0% 0.0000
Volume 404 452 48 11.9% 1,914
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1808 1.1784 1.1665
R3 1.1743 1.1719 1.1647
R2 1.1677 1.1677 1.1641
R1 1.1653 1.1653 1.1635 1.1665
PP 1.1612 1.1612 1.1612 1.1618
S1 1.1588 1.1588 1.1623 1.1600
S2 1.1546 1.1546 1.1617
S3 1.1481 1.1522 1.1611
S4 1.1415 1.1457 1.1593
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 1.1636 1.1564 0.0072 0.6% 0.0040 0.3% 91% True False 388
10 1.1681 1.1564 0.0117 1.0% 0.0044 0.4% 56% False False 487
20 1.1866 1.1564 0.0302 2.6% 0.0050 0.4% 22% False False 458
40 1.1956 1.1564 0.0392 3.4% 0.0046 0.4% 17% False False 359
60 1.1965 1.1564 0.0401 3.4% 0.0046 0.4% 16% False False 250
80 1.2040 1.1564 0.0476 4.1% 0.0048 0.4% 14% False False 194
100 1.2334 1.1564 0.0770 6.6% 0.0050 0.4% 8% False False 249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1914
2.618 1.1807
1.618 1.1741
1.000 1.1701
0.618 1.1676
HIGH 1.1636
0.618 1.1610
0.500 1.1603
0.382 1.1595
LOW 1.1570
0.618 1.1530
1.000 1.1505
1.618 1.1464
2.618 1.1399
4.250 1.1292
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 1.1620 1.1619
PP 1.1612 1.1610
S1 1.1603 1.1600

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

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