CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1660 |
-0.0040 |
-0.3% |
1.1792 |
| High |
1.1749 |
1.1672 |
-0.0077 |
-0.7% |
1.1818 |
| Low |
1.1656 |
1.1628 |
-0.0028 |
-0.2% |
1.1757 |
| Close |
1.1666 |
1.1648 |
-0.0018 |
-0.2% |
1.1782 |
| Range |
0.0093 |
0.0045 |
-0.0049 |
-52.2% |
0.0061 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.5% |
0.0000 |
| Volume |
26 |
53 |
27 |
103.8% |
21 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1783 |
1.1760 |
1.1672 |
|
| R3 |
1.1738 |
1.1715 |
1.1660 |
|
| R2 |
1.1694 |
1.1694 |
1.1656 |
|
| R1 |
1.1671 |
1.1671 |
1.1652 |
1.1660 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1644 |
| S1 |
1.1626 |
1.1626 |
1.1644 |
1.1616 |
| S2 |
1.1605 |
1.1605 |
1.1640 |
|
| S3 |
1.1560 |
1.1582 |
1.1636 |
|
| S4 |
1.1516 |
1.1537 |
1.1624 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1789 |
|
1.618 |
1.1744 |
|
1.000 |
1.1717 |
|
0.618 |
1.1700 |
|
HIGH |
1.1672 |
|
0.618 |
1.1655 |
|
0.500 |
1.1650 |
|
0.382 |
1.1644 |
|
LOW |
1.1628 |
|
0.618 |
1.1600 |
|
1.000 |
1.1583 |
|
1.618 |
1.1555 |
|
2.618 |
1.1511 |
|
4.250 |
1.1438 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1692 |
| PP |
1.1649 |
1.1678 |
| S1 |
1.1649 |
1.1663 |
|