CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 1.1631 1.1636 0.0005 0.0% 1.1692
High 1.1639 1.1636 -0.0003 0.0% 1.1692
Low 1.1630 1.1622 -0.0009 -0.1% 1.1596
Close 1.1639 1.1622 -0.0018 -0.2% 1.1639
Range 0.0009 0.0015 0.0006 61.1% 0.0096
ATR 0.0039 0.0038 -0.0002 -3.9% 0.0000
Volume 4 4 0 0.0% 92
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1670 1.1660 1.1629
R3 1.1655 1.1646 1.1625
R2 1.1641 1.1641 1.1624
R1 1.1631 1.1631 1.1623 1.1629
PP 1.1626 1.1626 1.1626 1.1625
S1 1.1617 1.1617 1.1620 1.1614
S2 1.1612 1.1612 1.1619
S3 1.1597 1.1602 1.1618
S4 1.1583 1.1588 1.1614
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 1.1672 1.1596 0.0076 0.7% 0.0023 0.2% 34% False False 16
10 1.1757 1.1596 0.0161 1.4% 0.0032 0.3% 16% False False 25
20 1.1910 1.1596 0.0314 2.7% 0.0032 0.3% 8% False False 17
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1698
2.618 1.1674
1.618 1.1659
1.000 1.1651
0.618 1.1645
HIGH 1.1636
0.618 1.1630
0.500 1.1629
0.382 1.1627
LOW 1.1622
0.618 1.1613
1.000 1.1607
1.618 1.1598
2.618 1.1584
4.250 1.1560
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 1.1629 1.1627
PP 1.1626 1.1625
S1 1.1624 1.1623

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

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