CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 1.1651 1.1686 0.0036 0.3% 1.1611
High 1.1707 1.1698 -0.0009 -0.1% 1.1662
Low 1.1651 1.1662 0.0011 0.1% 1.1564
Close 1.1679 1.1695 0.0016 0.1% 1.1646
Range 0.0056 0.0037 -0.0020 -34.8% 0.0098
ATR 0.0047 0.0046 -0.0001 -1.5% 0.0000
Volume 796 587 -209 -26.3% 2,274
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1794 1.1781 1.1715
R3 1.1758 1.1745 1.1705
R2 1.1721 1.1721 1.1702
R1 1.1708 1.1708 1.1698 1.1715
PP 1.1685 1.1685 1.1685 1.1688
S1 1.1672 1.1672 1.1692 1.1678
S2 1.1648 1.1648 1.1688
S3 1.1612 1.1635 1.1685
S4 1.1575 1.1599 1.1675
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1916 1.1879 1.1700
R3 1.1819 1.1781 1.1673
R2 1.1721 1.1721 1.1664
R1 1.1684 1.1684 1.1655 1.1703
PP 1.1624 1.1624 1.1624 1.1633
S1 1.1586 1.1586 1.1637 1.1605
S2 1.1526 1.1526 1.1628
S3 1.1429 1.1489 1.1619
S4 1.1331 1.1391 1.1592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1707 1.1613 0.0094 0.8% 0.0041 0.4% 88% False False 631
10 1.1707 1.1564 0.0143 1.2% 0.0041 0.3% 92% False False 509
20 1.1795 1.1564 0.0231 2.0% 0.0047 0.4% 57% False False 539
40 1.1956 1.1564 0.0392 3.4% 0.0046 0.4% 33% False False 435
60 1.1965 1.1564 0.0401 3.4% 0.0045 0.4% 33% False False 299
80 1.1995 1.1564 0.0431 3.7% 0.0048 0.4% 30% False False 232
100 1.2318 1.1564 0.0754 6.4% 0.0050 0.4% 17% False False 235
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 1.1853
2.618 1.1794
1.618 1.1757
1.000 1.1735
0.618 1.1721
HIGH 1.1698
0.618 1.1684
0.500 1.1680
0.382 1.1675
LOW 1.1662
0.618 1.1639
1.000 1.1625
1.618 1.1602
2.618 1.1566
4.250 1.1506
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 1.1690 1.1683
PP 1.1685 1.1671
S1 1.1680 1.1660

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

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