CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 13-Oct-2021
Day Change Summary
Previous Current
12-Oct-2021 13-Oct-2021 Change Change % Previous Week
Open 1.1615 1.1621 0.0006 0.1% 1.1692
High 1.1615 1.1653 0.0038 0.3% 1.1692
Low 1.1592 1.1609 0.0017 0.1% 1.1596
Close 1.1592 1.1653 0.0061 0.5% 1.1639
Range 0.0023 0.0044 0.0021 89.1% 0.0096
ATR 0.0037 0.0039 0.0002 4.5% 0.0000
Volume 12 145 133 1,108.3% 92
Daily Pivots for day following 13-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1769 1.1754 1.1676
R3 1.1725 1.1711 1.1664
R2 1.1682 1.1682 1.1660
R1 1.1667 1.1667 1.1656 1.1674
PP 1.1638 1.1638 1.1638 1.1642
S1 1.1624 1.1624 1.1649 1.1631
S2 1.1595 1.1595 1.1645
S3 1.1551 1.1580 1.1641
S4 1.1508 1.1537 1.1629
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 1.1653 1.1592 0.0061 0.5% 0.0020 0.2% 100% True False 34
10 1.1692 1.1592 0.0100 0.9% 0.0027 0.2% 61% False False 31
20 1.1880 1.1592 0.0288 2.5% 0.0033 0.3% 21% False False 22
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 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1766
1.618 1.1723
1.000 1.1696
0.618 1.1679
HIGH 1.1653
0.618 1.1636
0.500 1.1631
0.382 1.1626
LOW 1.1609
0.618 1.1582
1.000 1.1566
1.618 1.1539
2.618 1.1495
4.250 1.1424
Fisher Pivots for day following 13-Oct-2021
Pivot 1 day 3 day
R1 1.1645 1.1642
PP 1.1638 1.1632
S1 1.1631 1.1622

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

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