CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 1.1636 1.1615 -0.0021 -0.2% 1.1692
High 1.1636 1.1615 -0.0021 -0.2% 1.1692
Low 1.1622 1.1592 -0.0030 -0.3% 1.1596
Close 1.1622 1.1592 -0.0030 -0.3% 1.1639
Range 0.0015 0.0023 0.0009 58.6% 0.0096
ATR 0.0038 0.0037 -0.0001 -1.5% 0.0000
Volume 4 12 8 200.0% 92
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1669 1.1653 1.1605
R3 1.1646 1.1630 1.1598
R2 1.1623 1.1623 1.1596
R1 1.1607 1.1607 1.1594 1.1604
PP 1.1600 1.1600 1.1600 1.1598
S1 1.1584 1.1584 1.1590 1.1581
S2 1.1577 1.1577 1.1588
S3 1.1554 1.1561 1.1586
S4 1.1531 1.1538 1.1579
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 1.1655 1.1592 0.0063 0.5% 0.0023 0.2% 0% False True 16
10 1.1749 1.1592 0.0157 1.4% 0.0032 0.3% 0% False True 19
20 1.1893 1.1592 0.0301 2.6% 0.0032 0.3% 0% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1713
2.618 1.1675
1.618 1.1652
1.000 1.1638
0.618 1.1629
HIGH 1.1615
0.618 1.1606
0.500 1.1604
0.382 1.1601
LOW 1.1592
0.618 1.1578
1.000 1.1569
1.618 1.1555
2.618 1.1532
4.250 1.1494
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 1.1604 1.1616
PP 1.1600 1.1608
S1 1.1596 1.1600

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

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