CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 1.1693 1.1667 -0.0027 -0.2% 1.1630
High 1.1705 1.1694 -0.0011 -0.1% 1.1707
Low 1.1660 1.1663 0.0003 0.0% 1.1613
Close 1.1662 1.1675 0.0014 0.1% 1.1675
Range 0.0045 0.0031 -0.0014 -30.3% 0.0094
ATR 0.0046 0.0045 -0.0001 -2.2% 0.0000
Volume 495 503 8 1.6% 3,016
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1770 1.1754 1.1692
R3 1.1739 1.1723 1.1684
R2 1.1708 1.1708 1.1681
R1 1.1692 1.1692 1.1678 1.1700
PP 1.1677 1.1677 1.1677 1.1681
S1 1.1661 1.1661 1.1672 1.1669
S2 1.1646 1.1646 1.1669
S3 1.1615 1.1630 1.1666
S4 1.1584 1.1599 1.1658
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1947 1.1905 1.1727
R3 1.1853 1.1811 1.1701
R2 1.1759 1.1759 1.1692
R1 1.1717 1.1717 1.1684 1.1738
PP 1.1665 1.1665 1.1665 1.1675
S1 1.1623 1.1623 1.1666 1.1644
S2 1.1571 1.1571 1.1658
S3 1.1477 1.1529 1.1649
S4 1.1383 1.1435 1.1623
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% 0.0043 0.4% 66% False False 603
10 1.1707 1.1564 0.0143 1.2% 0.0042 0.4% 78% False False 529
20 1.1768 1.1564 0.0204 1.7% 0.0045 0.4% 54% False False 541
40 1.1956 1.1564 0.0392 3.4% 0.0046 0.4% 28% False False 459
60 1.1965 1.1564 0.0401 3.4% 0.0045 0.4% 28% False False 315
80 1.1965 1.1564 0.0401 3.4% 0.0048 0.4% 28% False False 245
100 1.2286 1.1564 0.0722 6.2% 0.0050 0.4% 15% False False 230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1825
2.618 1.1775
1.618 1.1744
1.000 1.1725
0.618 1.1713
HIGH 1.1694
0.618 1.1682
0.500 1.1678
0.382 1.1674
LOW 1.1663
0.618 1.1643
1.000 1.1632
1.618 1.1612
2.618 1.1581
4.250 1.1531
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 1.1678 1.1682
PP 1.1677 1.1680
S1 1.1676 1.1677

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

View Archives - Comment on this page... - Back to Index of Symbols