CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 1.1656 1.1692 0.0036 0.3% 1.1768
High 1.1668 1.1692 0.0024 0.2% 1.1782
Low 1.1627 1.1682 0.0055 0.5% 1.1627
Close 1.1661 1.1688 0.0027 0.2% 1.1661
Range 0.0041 0.0010 -0.0031 -75.6% 0.0155
ATR 0.0042 0.0041 -0.0001 -1.8% 0.0000
Volume 5 13 8 160.0% 168
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1717 1.1712 1.1693
R3 1.1707 1.1702 1.1690
R2 1.1697 1.1697 1.1689
R1 1.1692 1.1692 1.1688 1.1690
PP 1.1687 1.1687 1.1687 1.1686
S1 1.1682 1.1682 1.1687 1.1680
S2 1.1677 1.1677 1.1686
S3 1.1667 1.1672 1.1685
S4 1.1657 1.1662 1.1682
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 1.1757 1.1627 0.0130 1.1% 0.0041 0.4% 47% False False 34
10 1.1818 1.1627 0.0191 1.6% 0.0034 0.3% 32% False False 20
20 1.1953 1.1627 0.0326 2.8% 0.0034 0.3% 19% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1735
2.618 1.1718
1.618 1.1708
1.000 1.1702
0.618 1.1698
HIGH 1.1692
0.618 1.1688
0.500 1.1687
0.382 1.1686
LOW 1.1682
0.618 1.1676
1.000 1.1672
1.618 1.1666
2.618 1.1656
4.250 1.1640
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 1.1687 1.1678
PP 1.1687 1.1669
S1 1.1687 1.1660

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

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