CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 1.1655 1.1679 0.0024 0.2% 1.1737
High 1.1656 1.1704 0.0048 0.4% 1.1740
Low 1.1644 1.1679 0.0035 0.3% 1.1648
Close 1.1644 1.1704 0.0060 0.5% 1.1690
Range 0.0012 0.0025 0.0013 108.3% 0.0092
ATR 0.0000 0.0037 0.0037 0.0000
Volume 45 9 -36 -80.0% 67
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1771 1.1762 1.1718
R3 1.1746 1.1737 1.1711
R2 1.1721 1.1721 1.1709
R1 1.1712 1.1712 1.1706 1.1717
PP 1.1696 1.1696 1.1696 1.1698
S1 1.1687 1.1687 1.1702 1.1692
S2 1.1671 1.1671 1.1699
S3 1.1646 1.1662 1.1697
S4 1.1621 1.1637 1.1690
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 1.1704 1.1644 0.0060 0.5% 0.0014 0.1% 100% True False 15
10 1.1740 1.1644 0.0096 0.8% 0.0016 0.1% 63% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1810
2.618 1.1769
1.618 1.1744
1.000 1.1729
0.618 1.1719
HIGH 1.1704
0.618 1.1694
0.500 1.1692
0.382 1.1689
LOW 1.1679
0.618 1.1664
1.000 1.1654
1.618 1.1639
2.618 1.1614
4.250 1.1573
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 1.1700 1.1694
PP 1.1696 1.1684
S1 1.1692 1.1674

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

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