CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 1.1786 1.1759 -0.0027 -0.2% 1.1863
High 1.1809 1.1818 0.0009 0.1% 1.1910
Low 1.1786 1.1757 -0.0029 -0.2% 1.1797
Close 1.1793 1.1759 -0.0034 -0.3% 1.1797
Range 0.0023 0.0061 0.0038 165.2% 0.0113
ATR 0.0037 0.0039 0.0002 4.5% 0.0000
Volume 2 2 0 0.0% 60
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1961 1.1921 1.1793
R3 1.1900 1.1860 1.1776
R2 1.1839 1.1839 1.1770
R1 1.1799 1.1799 1.1765 1.1790
PP 1.1778 1.1778 1.1778 1.1773
S1 1.1738 1.1738 1.1753 1.1729
S2 1.1717 1.1717 1.1748
S3 1.1656 1.1677 1.1742
S4 1.1595 1.1616 1.1725
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2173 1.2098 1.1859
R3 1.2060 1.1985 1.1828
R2 1.1947 1.1947 1.1817
R1 1.1872 1.1872 1.1807 1.1853
PP 1.1834 1.1834 1.1834 1.1825
S1 1.1759 1.1759 1.1786 1.1740
S2 1.1721 1.1721 1.1776
S3 1.1608 1.1646 1.1765
S4 1.1495 1.1533 1.1734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1880 1.1757 0.0123 1.0% 0.0044 0.4% 2% False True 2
10 1.1918 1.1757 0.0161 1.4% 0.0036 0.3% 1% False True 56
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 0.0006
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2077
2.618 1.1978
1.618 1.1917
1.000 1.1879
0.618 1.1856
HIGH 1.1818
0.618 1.1795
0.500 1.1788
0.382 1.1780
LOW 1.1757
0.618 1.1719
1.000 1.1696
1.618 1.1658
2.618 1.1597
4.250 1.1498
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 1.1788 1.1788
PP 1.1778 1.1778
S1 1.1769 1.1769

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

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