CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 1.1863 1.1882 0.0019 0.2% 1.1930
High 1.1876 1.1910 0.0034 0.3% 1.1953
Low 1.1847 1.1876 0.0029 0.2% 1.1878
Close 1.1872 1.1876 0.0004 0.0% 1.1884
Range 0.0029 0.0034 0.0006 19.3% 0.0076
ATR
Volume 3 48 45 1,500.0% 616
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1989 1.1967 1.1895
R3 1.1955 1.1933 1.1885
R2 1.1921 1.1921 1.1882
R1 1.1899 1.1899 1.1879 1.1893
PP 1.1887 1.1887 1.1887 1.1884
S1 1.1865 1.1865 1.1873 1.1859
S2 1.1853 1.1853 1.1870
S3 1.1819 1.1831 1.1867
S4 1.1785 1.1797 1.1857
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2131 1.2083 1.1925
R3 1.2056 1.2007 1.1904
R2 1.1980 1.1980 1.1897
R1 1.1932 1.1932 1.1890 1.1918
PP 1.1905 1.1905 1.1905 1.1898
S1 1.1856 1.1856 1.1877 1.1843
S2 1.1829 1.1829 1.1870
S3 1.1754 1.1781 1.1863
S4 1.1678 1.1705 1.1842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1918 1.1847 0.0071 0.6% 0.0029 0.2% 41% False False 116
10 1.1975 1.1847 0.0128 1.1% 0.0037 0.3% 23% False False 83
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2054
2.618 1.1999
1.618 1.1965
1.000 1.1944
0.618 1.1931
HIGH 1.1910
0.618 1.1897
0.500 1.1893
0.382 1.1888
LOW 1.1876
0.618 1.1854
1.000 1.1842
1.618 1.1820
2.618 1.1786
4.250 1.1731
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 1.1893 1.1883
PP 1.1887 1.1880
S1 1.1882 1.1878

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

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