CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 1.1757 1.1700 -0.0057 -0.5% 1.1792
High 1.1757 1.1749 -0.0009 -0.1% 1.1818
Low 1.1741 1.1656 -0.0085 -0.7% 1.1757
Close 1.1743 1.1666 -0.0078 -0.7% 1.1782
Range 0.0017 0.0093 0.0077 463.6% 0.0061
ATR 0.0038 0.0042 0.0004 10.4% 0.0000
Volume 74 26 -48 -64.9% 21
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1969 1.1910 1.1717
R3 1.1876 1.1817 1.1691
R2 1.1783 1.1783 1.1683
R1 1.1724 1.1724 1.1674 1.1707
PP 1.1690 1.1690 1.1690 1.1681
S1 1.1631 1.1631 1.1657 1.1614
S2 1.1597 1.1597 1.1648
S3 1.1504 1.1538 1.1640
S4 1.1411 1.1445 1.1614
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 1.1813 1.1656 0.0158 1.4% 0.0033 0.3% 6% False True 25
10 1.1880 1.1656 0.0225 1.9% 0.0038 0.3% 4% False True 13
20 1.1975 1.1656 0.0319 2.7% 0.0036 0.3% 3% False True 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2144
2.618 1.1992
1.618 1.1899
1.000 1.1842
0.618 1.1806
HIGH 1.1749
0.618 1.1713
0.500 1.1702
0.382 1.1691
LOW 1.1656
0.618 1.1598
1.000 1.1563
1.618 1.1505
2.618 1.1412
4.250 1.1260
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 1.1702 1.1719
PP 1.1690 1.1701
S1 1.1678 1.1683

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

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