CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 1.1692 1.1654 -0.0038 -0.3% 1.1768
High 1.1692 1.1672 -0.0020 -0.2% 1.1782
Low 1.1682 1.1652 -0.0030 -0.3% 1.1627
Close 1.1688 1.1660 -0.0028 -0.2% 1.1661
Range 0.0010 0.0020 0.0010 100.0% 0.0155
ATR 0.0041 0.0041 0.0000 -1.0% 0.0000
Volume 13 14 1 7.7% 168
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1721 1.1711 1.1671
R3 1.1701 1.1691 1.1666
R2 1.1681 1.1681 1.1664
R1 1.1671 1.1671 1.1662 1.1676
PP 1.1661 1.1661 1.1661 1.1664
S1 1.1651 1.1651 1.1658 1.1656
S2 1.1641 1.1641 1.1656
S3 1.1621 1.1631 1.1655
S4 1.1601 1.1611 1.1649
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 1.1749 1.1627 0.0122 1.0% 0.0042 0.4% 27% False False 22
10 1.1818 1.1627 0.0191 1.6% 0.0034 0.3% 17% False False 21
20 1.1918 1.1627 0.0291 2.5% 0.0033 0.3% 11% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1757
2.618 1.1724
1.618 1.1704
1.000 1.1692
0.618 1.1684
HIGH 1.1672
0.618 1.1664
0.500 1.1662
0.382 1.1660
LOW 1.1652
0.618 1.1640
1.000 1.1632
1.618 1.1620
2.618 1.1600
4.250 1.1567
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 1.1662 1.1660
PP 1.1661 1.1660
S1 1.1661 1.1660

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

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