CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 1.1748 1.1809 0.0061 0.5% 1.1706
High 1.1748 1.1809 0.0061 0.5% 1.1777
Low 1.1711 1.1809 0.0098 0.8% 1.1706
Close 1.1734 1.1809 0.0075 0.6% 1.1759
Range 0.0037 0.0000 -0.0037 -100.0% 0.0072
ATR 0.0030 0.0033 0.0003 10.7% 0.0000
Volume 30 303 273 910.0% 78
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1809 1.1809 1.1809
R3 1.1809 1.1809 1.1809
R2 1.1809 1.1809 1.1809
R1 1.1809 1.1809 1.1809 1.1809
PP 1.1809 1.1809 1.1809 1.1809
S1 1.1809 1.1809 1.1809 1.1809
S2 1.1809 1.1809 1.1809
S3 1.1809 1.1809 1.1809
S4 1.1809 1.1809 1.1809
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1962 1.1932 1.1798
R3 1.1890 1.1860 1.1779
R2 1.1819 1.1819 1.1772
R1 1.1789 1.1789 1.1766 1.1804
PP 1.1747 1.1747 1.1747 1.1755
S1 1.1717 1.1717 1.1752 1.1732
S2 1.1676 1.1676 1.1746
S3 1.1604 1.1646 1.1739
S4 1.1533 1.1574 1.1720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1809 1.1711 0.0098 0.8% 0.0010 0.1% 100% True False 101
10 1.1809 1.1706 0.0103 0.9% 0.0012 0.1% 100% True False 56
20 1.1809 1.1644 0.0165 1.4% 0.0014 0.1% 100% True False 41
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1809
2.618 1.1809
1.618 1.1809
1.000 1.1809
0.618 1.1809
HIGH 1.1809
0.618 1.1809
0.500 1.1809
0.382 1.1809
LOW 1.1809
0.618 1.1809
1.000 1.1809
1.618 1.1809
2.618 1.1809
4.250 1.1809
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 1.1809 1.1792
PP 1.1809 1.1776
S1 1.1809 1.1760

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

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