CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 1.1761 1.1763 0.0002 0.0% 1.1673
High 1.1761 1.1777 0.0016 0.1% 1.1725
Low 1.1761 1.1763 0.0002 0.0% 1.1644
Close 1.1761 1.1777 0.0016 0.1% 1.1725
Range 0.0000 0.0014 0.0014 0.0081
ATR 0.0032 0.0031 -0.0001 -3.6% 0.0000
Volume 0 4 4 216
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1814 1.1810 1.1785
R3 1.1800 1.1796 1.1781
R2 1.1786 1.1786 1.1780
R1 1.1782 1.1782 1.1778 1.1784
PP 1.1772 1.1772 1.1772 1.1774
S1 1.1768 1.1768 1.1776 1.1770
S2 1.1758 1.1758 1.1774
S3 1.1744 1.1754 1.1773
S4 1.1730 1.1740 1.1769
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 1.1777 1.1704 0.0074 0.6% 0.0011 0.1% 100% True False 37
10 1.1777 1.1644 0.0133 1.1% 0.0012 0.1% 100% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1814
1.618 1.1800
1.000 1.1791
0.618 1.1786
HIGH 1.1777
0.618 1.1772
0.500 1.1770
0.382 1.1768
LOW 1.1763
0.618 1.1754
1.000 1.1749
1.618 1.1740
2.618 1.1726
4.250 1.1704
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 1.1775 1.1765
PP 1.1772 1.1753
S1 1.1770 1.1741

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

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