CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 1.1660 1.1656 -0.0004 0.0% 1.1768
High 1.1672 1.1668 -0.0004 0.0% 1.1782
Low 1.1628 1.1627 -0.0001 0.0% 1.1627
Close 1.1648 1.1661 0.0013 0.1% 1.1661
Range 0.0045 0.0041 -0.0004 -7.9% 0.0155
ATR 0.0042 0.0042 0.0000 -0.2% 0.0000
Volume 53 5 -48 -90.6% 168
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1775 1.1759 1.1683
R3 1.1734 1.1718 1.1672
R2 1.1693 1.1693 1.1668
R1 1.1677 1.1677 1.1664 1.1685
PP 1.1652 1.1652 1.1652 1.1656
S1 1.1636 1.1636 1.1657 1.1644
S2 1.1611 1.1611 1.1653
S3 1.1570 1.1595 1.1649
S4 1.1529 1.1554 1.1638
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2155 1.2063 1.1746
R3 1.2000 1.1908 1.1703
R2 1.1845 1.1845 1.1689
R1 1.1753 1.1753 1.1675 1.1721
PP 1.1690 1.1690 1.1690 1.1674
S1 1.1598 1.1598 1.1646 1.1566
S2 1.1535 1.1535 1.1632
S3 1.1380 1.1443 1.1618
S4 1.1225 1.1288 1.1575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1782 1.1627 0.0155 1.3% 0.0044 0.4% 22% False True 33
10 1.1818 1.1627 0.0191 1.6% 0.0035 0.3% 18% False True 18
20 1.1975 1.1627 0.0348 3.0% 0.0035 0.3% 10% 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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1842
2.618 1.1775
1.618 1.1734
1.000 1.1709
0.618 1.1693
HIGH 1.1668
0.618 1.1652
0.500 1.1648
0.382 1.1643
LOW 1.1627
0.618 1.1602
1.000 1.1586
1.618 1.1561
2.618 1.1520
4.250 1.1453
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 1.1656 1.1688
PP 1.1652 1.1679
S1 1.1648 1.1670

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

View Archives - Comment on this page... - Back to Index of Symbols