CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 07-Oct-2021
Day Change Summary
Previous Current
06-Oct-2021 07-Oct-2021 Change Change % Previous Week
Open 1.1655 1.1622 -0.0033 -0.3% 1.1768
High 1.1655 1.1624 -0.0031 -0.3% 1.1782
Low 1.1596 1.1614 0.0018 0.2% 1.1627
Close 1.1613 1.1614 0.0002 0.0% 1.1661
Range 0.0059 0.0010 -0.0049 -83.1% 0.0155
ATR 0.0042 0.0040 -0.0002 -5.2% 0.0000
Volume 52 9 -43 -82.7% 168
Daily Pivots for day following 07-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1647 1.1641 1.1620
R3 1.1637 1.1631 1.1617
R2 1.1627 1.1627 1.1616
R1 1.1621 1.1621 1.1615 1.1619
PP 1.1617 1.1617 1.1617 1.1617
S1 1.1611 1.1611 1.1613 1.1609
S2 1.1607 1.1607 1.1612
S3 1.1597 1.1601 1.1611
S4 1.1587 1.1591 1.1609
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% 0.0028 0.2% 19% False False 18
10 1.1794 1.1596 0.0198 1.7% 0.0034 0.3% 9% False False 27
20 1.1918 1.1596 0.0322 2.8% 0.0034 0.3% 6% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1667
2.618 1.1650
1.618 1.1640
1.000 1.1634
0.618 1.1630
HIGH 1.1624
0.618 1.1620
0.500 1.1619
0.382 1.1618
LOW 1.1614
0.618 1.1608
1.000 1.1604
1.618 1.1598
2.618 1.1588
4.250 1.1572
Fisher Pivots for day following 07-Oct-2021
Pivot 1 day 3 day
R1 1.1619 1.1634
PP 1.1617 1.1627
S1 1.1616 1.1621

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

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