CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 1.1622 1.1631 0.0009 0.1% 1.1692
High 1.1624 1.1639 0.0015 0.1% 1.1692
Low 1.1614 1.1630 0.0016 0.1% 1.1596
Close 1.1614 1.1639 0.0025 0.2% 1.1639
Range 0.0010 0.0009 -0.0001 -10.0% 0.0096
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 9 4 -5 -55.6% 92
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1663 1.1660 1.1644
R3 1.1654 1.1651 1.1641
R2 1.1645 1.1645 1.1641
R1 1.1642 1.1642 1.1640 1.1644
PP 1.1636 1.1636 1.1636 1.1637
S1 1.1633 1.1633 1.1638 1.1635
S2 1.1627 1.1627 1.1637
S3 1.1618 1.1624 1.1637
S4 1.1609 1.1615 1.1634
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1930 1.1881 1.1692
R3 1.1834 1.1785 1.1665
R2 1.1738 1.1738 1.1657
R1 1.1689 1.1689 1.1648 1.1666
PP 1.1642 1.1642 1.1642 1.1631
S1 1.1593 1.1593 1.1630 1.1570
S2 1.1546 1.1546 1.1621
S3 1.1450 1.1497 1.1613
S4 1.1354 1.1401 1.1586
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% 0.0022 0.2% 45% False False 18
10 1.1782 1.1596 0.0186 1.6% 0.0033 0.3% 23% False False 26
20 1.1910 1.1596 0.0314 2.7% 0.0033 0.3% 14% False False 17
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1677
2.618 1.1663
1.618 1.1654
1.000 1.1648
0.618 1.1645
HIGH 1.1639
0.618 1.1636
0.500 1.1635
0.382 1.1633
LOW 1.1630
0.618 1.1624
1.000 1.1621
1.618 1.1615
2.618 1.1606
4.250 1.1592
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 1.1638 1.1635
PP 1.1636 1.1630
S1 1.1635 1.1626

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

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