CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 1.1654 1.1655 0.0001 0.0% 1.1768
High 1.1672 1.1655 -0.0017 -0.1% 1.1782
Low 1.1652 1.1596 -0.0056 -0.5% 1.1627
Close 1.1660 1.1613 -0.0048 -0.4% 1.1661
Range 0.0020 0.0059 0.0039 195.0% 0.0155
ATR 0.0041 0.0042 0.0002 4.1% 0.0000
Volume 14 52 38 271.4% 168
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1798 1.1764 1.1645
R3 1.1739 1.1705 1.1629
R2 1.1680 1.1680 1.1623
R1 1.1646 1.1646 1.1618 1.1634
PP 1.1621 1.1621 1.1621 1.1615
S1 1.1587 1.1587 1.1607 1.1575
S2 1.1562 1.1562 1.1602
S3 1.1503 1.1528 1.1596
S4 1.1444 1.1469 1.1580
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 1.1692 1.1596 0.0096 0.8% 0.0035 0.3% 17% False True 27
10 1.1813 1.1596 0.0217 1.9% 0.0034 0.3% 8% False True 26
20 1.1918 1.1596 0.0322 2.8% 0.0035 0.3% 5% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1906
2.618 1.1809
1.618 1.1750
1.000 1.1714
0.618 1.1691
HIGH 1.1655
0.618 1.1632
0.500 1.1626
0.382 1.1619
LOW 1.1596
0.618 1.1560
1.000 1.1537
1.618 1.1501
2.618 1.1442
4.250 1.1345
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 1.1626 1.1644
PP 1.1621 1.1634
S1 1.1617 1.1623

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

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