CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 1.1571 1.1636 0.0066 0.6% 1.1644
High 1.1636 1.1662 0.0026 0.2% 1.1681
Low 1.1570 1.1623 0.0053 0.5% 1.1572
Close 1.1629 1.1639 0.0010 0.1% 1.1617
Range 0.0066 0.0039 -0.0027 -41.2% 0.0109
ATR 0.0048 0.0047 -0.0001 -1.4% 0.0000
Volume 452 471 19 4.2% 1,914
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1757 1.1736 1.1660
R3 1.1718 1.1698 1.1649
R2 1.1680 1.1680 1.1646
R1 1.1659 1.1659 1.1642 1.1669
PP 1.1641 1.1641 1.1641 1.1646
S1 1.1621 1.1621 1.1635 1.1631
S2 1.1603 1.1603 1.1631
S3 1.1564 1.1582 1.1628
S4 1.1526 1.1544 1.1617
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 1.1662 1.1564 0.0098 0.8% 0.0044 0.4% 76% True False 390
10 1.1681 1.1564 0.0117 1.0% 0.0043 0.4% 64% False False 397
20 1.1835 1.1564 0.0271 2.3% 0.0048 0.4% 28% False False 458
40 1.1956 1.1564 0.0392 3.4% 0.0046 0.4% 19% False False 370
60 1.1965 1.1564 0.0401 3.4% 0.0046 0.4% 19% False False 257
80 1.2040 1.1564 0.0476 4.1% 0.0048 0.4% 16% False False 199
100 1.2334 1.1564 0.0770 6.6% 0.0050 0.4% 10% False False 254
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 True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1825
2.618 1.1762
1.618 1.1724
1.000 1.1700
0.618 1.1685
HIGH 1.1662
0.618 1.1647
0.500 1.1642
0.382 1.1638
LOW 1.1623
0.618 1.1599
1.000 1.1585
1.618 1.1561
2.618 1.1522
4.250 1.1459
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 1.1642 1.1630
PP 1.1641 1.1621
S1 1.1640 1.1613

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

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