CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 1.1768 1.1757 -0.0011 -0.1% 1.1792
High 1.1782 1.1757 -0.0025 -0.2% 1.1818
Low 1.1759 1.1741 -0.0018 -0.2% 1.1757
Close 1.1765 1.1743 -0.0022 -0.2% 1.1782
Range 0.0024 0.0017 -0.0007 -29.8% 0.0061
ATR 0.0039 0.0038 -0.0001 -2.6% 0.0000
Volume 10 74 64 640.0% 21
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1796 1.1786 1.1752
R3 1.1780 1.1770 1.1748
R2 1.1763 1.1763 1.1746
R1 1.1753 1.1753 1.1745 1.1750
PP 1.1747 1.1747 1.1747 1.1745
S1 1.1737 1.1737 1.1741 1.1734
S2 1.1730 1.1730 1.1740
S3 1.1714 1.1720 1.1738
S4 1.1697 1.1704 1.1734
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 1.1741 0.0078 0.7% 0.0026 0.2% 3% False True 20
10 1.1893 1.1741 0.0153 1.3% 0.0031 0.3% 2% False True 11
20 1.1975 1.1741 0.0234 2.0% 0.0034 0.3% 1% False True 47
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1827
2.618 1.1800
1.618 1.1784
1.000 1.1774
0.618 1.1767
HIGH 1.1757
0.618 1.1751
0.500 1.1749
0.382 1.1747
LOW 1.1741
0.618 1.1730
1.000 1.1724
1.618 1.1714
2.618 1.1697
4.250 1.1670
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 1.1749 1.1767
PP 1.1747 1.1759
S1 1.1745 1.1751

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

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