CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 1.1805 1.1794 -0.0011 -0.1% 1.1792
High 1.1813 1.1794 -0.0019 -0.2% 1.1818
Low 1.1805 1.1773 -0.0033 -0.3% 1.1757
Close 1.1813 1.1782 -0.0032 -0.3% 1.1782
Range 0.0008 0.0022 0.0014 168.8% 0.0061
ATR 0.0040 0.0040 0.0000 0.1% 0.0000
Volume 1 16 15 1,500.0% 21
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1847 1.1836 1.1793
R3 1.1826 1.1814 1.1787
R2 1.1804 1.1804 1.1785
R1 1.1793 1.1793 1.1783 1.1788
PP 1.1783 1.1783 1.1783 1.1780
S1 1.1771 1.1771 1.1780 1.1766
S2 1.1761 1.1761 1.1778
S3 1.1740 1.1750 1.1776
S4 1.1718 1.1728 1.1770
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1969 1.1936 1.1815
R3 1.1908 1.1875 1.1798
R2 1.1847 1.1847 1.1793
R1 1.1814 1.1814 1.1787 1.1800
PP 1.1786 1.1786 1.1786 1.1778
S1 1.1753 1.1753 1.1776 1.1739
S2 1.1725 1.1725 1.1770
S3 1.1664 1.1692 1.1765
S4 1.1603 1.1631 1.1748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1818 1.1757 0.0061 0.5% 0.0027 0.2% 40% False False 4
10 1.1910 1.1757 0.0153 1.3% 0.0033 0.3% 16% False False 8
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1885
2.618 1.1850
1.618 1.1829
1.000 1.1816
0.618 1.1807
HIGH 1.1794
0.618 1.1786
0.500 1.1783
0.382 1.1781
LOW 1.1773
0.618 1.1759
1.000 1.1751
1.618 1.1738
2.618 1.1716
4.250 1.1681
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 1.1783 1.1788
PP 1.1783 1.1786
S1 1.1782 1.1784

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

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