CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 1.1264 1.1299 0.0035 0.3% 1.1341
High 1.1327 1.1325 -0.0002 0.0% 1.1388
Low 1.1259 1.1282 0.0023 0.2% 1.1248
Close 1.1298 1.1303 0.0005 0.0% 1.1277
Range 0.0069 0.0044 -0.0025 -36.5% 0.0141
ATR 0.0073 0.0071 -0.0002 -2.9% 0.0000
Volume 122,480 120,979 -1,501 -1.2% 754,115
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1434 1.1412 1.1326
R3 1.1390 1.1368 1.1314
R2 1.1347 1.1347 1.1310
R1 1.1325 1.1325 1.1306 1.1336
PP 1.1303 1.1303 1.1303 1.1309
S1 1.1281 1.1281 1.1299 1.1292
S2 1.1260 1.1260 1.1295
S3 1.1216 1.1238 1.1291
S4 1.1173 1.1194 1.1279
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1726 1.1642 1.1354
R3 1.1585 1.1501 1.1316
R2 1.1445 1.1445 1.1303
R1 1.1361 1.1361 1.1290 1.1333
PP 1.1304 1.1304 1.1304 1.1290
S1 1.1220 1.1220 1.1264 1.1192
S2 1.1164 1.1164 1.1251
S3 1.1023 1.1080 1.1238
S4 1.0883 1.0939 1.1200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1388 1.1248 0.0141 1.2% 0.0077 0.7% 39% False False 142,505
10 1.1388 1.1248 0.0141 1.2% 0.0073 0.6% 39% False False 189,741
20 1.1417 1.1222 0.0196 1.7% 0.0072 0.6% 41% False False 112,628
40 1.1732 1.1222 0.0510 4.5% 0.0070 0.6% 16% False False 56,980
60 1.1746 1.1222 0.0525 4.6% 0.0062 0.6% 15% False False 38,174
80 1.1956 1.1222 0.0735 6.5% 0.0058 0.5% 11% False False 28,728
100 1.1956 1.1222 0.0735 6.5% 0.0055 0.5% 11% False False 22,988
120 1.1965 1.1222 0.0743 6.6% 0.0055 0.5% 11% False False 19,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1510
2.618 1.1439
1.618 1.1395
1.000 1.1369
0.618 1.1352
HIGH 1.1325
0.618 1.1308
0.500 1.1303
0.382 1.1298
LOW 1.1282
0.618 1.1255
1.000 1.1238
1.618 1.1211
2.618 1.1168
4.250 1.1097
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 1.1303 1.1317
PP 1.1303 1.1312
S1 1.1303 1.1307

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

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