CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 1.1882 1.1878 -0.0004 0.0% 1.1930
High 1.1910 1.1893 -0.0017 -0.1% 1.1953
Low 1.1876 1.1876 0.0000 0.0% 1.1878
Close 1.1876 1.1876 -0.0001 0.0% 1.1884
Range 0.0034 0.0018 -0.0017 -48.5% 0.0076
ATR
Volume 48 2 -46 -95.8% 616
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1934 1.1922 1.1885
R3 1.1916 1.1905 1.1880
R2 1.1899 1.1899 1.1879
R1 1.1887 1.1887 1.1877 1.1884
PP 1.1881 1.1881 1.1881 1.1880
S1 1.1870 1.1870 1.1874 1.1867
S2 1.1864 1.1864 1.1872
S3 1.1846 1.1852 1.1871
S4 1.1829 1.1835 1.1866
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% 40% False False 111
10 1.1975 1.1847 0.0128 1.1% 0.0034 0.3% 22% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1967
2.618 1.1939
1.618 1.1921
1.000 1.1911
0.618 1.1904
HIGH 1.1893
0.618 1.1886
0.500 1.1884
0.382 1.1882
LOW 1.1876
0.618 1.1865
1.000 1.1858
1.618 1.1847
2.618 1.1830
4.250 1.1801
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 1.1884 1.1878
PP 1.1881 1.1877
S1 1.1878 1.1876

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

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