CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 1.1673 1.1655 -0.0018 -0.2% 1.1737
High 1.1686 1.1656 -0.0030 -0.3% 1.1740
Low 1.1673 1.1644 -0.0029 -0.2% 1.1648
Close 1.1673 1.1644 -0.0029 -0.2% 1.1690
Range 0.0013 0.0012 -0.0001 -7.7% 0.0092
ATR
Volume 6 45 39 650.0% 67
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1684 1.1676 1.1651
R3 1.1672 1.1664 1.1647
R2 1.1660 1.1660 1.1646
R1 1.1652 1.1652 1.1645 1.1650
PP 1.1648 1.1648 1.1648 1.1647
S1 1.1640 1.1640 1.1643 1.1638
S2 1.1636 1.1636 1.1642
S3 1.1624 1.1628 1.1641
S4 1.1612 1.1616 1.1637
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1967 1.1920 1.1740
R3 1.1876 1.1829 1.1715
R2 1.1784 1.1784 1.1707
R1 1.1737 1.1737 1.1698 1.1715
PP 1.1693 1.1693 1.1693 1.1681
S1 1.1646 1.1646 1.1682 1.1623
S2 1.1601 1.1601 1.1673
S3 1.1510 1.1554 1.1665
S4 1.1418 1.1463 1.1640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1690 1.1644 0.0046 0.4% 0.0013 0.1% 0% False True 18
10 1.1796 1.1644 0.0152 1.3% 0.0022 0.2% 0% False True 13
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1707
2.618 1.1687
1.618 1.1675
1.000 1.1668
0.618 1.1663
HIGH 1.1656
0.618 1.1651
0.500 1.1650
0.382 1.1649
LOW 1.1644
0.618 1.1637
1.000 1.1632
1.618 1.1625
2.618 1.1613
4.250 1.1593
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 1.1650 1.1667
PP 1.1648 1.1659
S1 1.1646 1.1652

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

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