CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 1.1725 1.1706 -0.0020 -0.2% 1.1673
High 1.1725 1.1733 0.0008 0.1% 1.1725
Low 1.1725 1.1706 -0.0020 -0.2% 1.1644
Close 1.1725 1.1733 0.0008 0.1% 1.1725
Range 0.0000 0.0028 0.0028 0.0081
ATR 0.0033 0.0033 0.0000 -1.2% 0.0000
Volume 29 27 -2 -6.9% 216
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1806 1.1797 1.1748
R3 1.1779 1.1770 1.1741
R2 1.1751 1.1751 1.1738
R1 1.1742 1.1742 1.1736 1.1747
PP 1.1724 1.1724 1.1724 1.1726
S1 1.1715 1.1715 1.1730 1.1719
S2 1.1696 1.1696 1.1728
S3 1.1669 1.1687 1.1725
S4 1.1641 1.1660 1.1718
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1941 1.1914 1.1770
R3 1.1860 1.1833 1.1747
R2 1.1779 1.1779 1.1740
R1 1.1752 1.1752 1.1732 1.1766
PP 1.1698 1.1698 1.1698 1.1705
S1 1.1671 1.1671 1.1718 1.1685
S2 1.1617 1.1617 1.1710
S3 1.1536 1.1590 1.1703
S4 1.1455 1.1509 1.1680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1733 1.1644 0.0089 0.8% 0.0015 0.1% 100% True False 47
10 1.1733 1.1644 0.0089 0.8% 0.0015 0.1% 100% True False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1850
2.618 1.1805
1.618 1.1777
1.000 1.1761
0.618 1.1750
HIGH 1.1733
0.618 1.1722
0.500 1.1719
0.382 1.1716
LOW 1.1706
0.618 1.1689
1.000 1.1678
1.618 1.1661
2.618 1.1634
4.250 1.1589
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 1.1728 1.1728
PP 1.1724 1.1723
S1 1.1719 1.1718

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

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