CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 1.1621 1.1685 0.0064 0.6% 1.1692
High 1.1653 1.1685 0.0033 0.3% 1.1692
Low 1.1609 1.1648 0.0039 0.3% 1.1596
Close 1.1653 1.1662 0.0009 0.1% 1.1639
Range 0.0044 0.0037 -0.0007 -14.9% 0.0096
ATR 0.0039 0.0039 0.0000 -0.3% 0.0000
Volume 145 249 104 71.7% 92
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1776 1.1756 1.1682
R3 1.1739 1.1719 1.1672
R2 1.1702 1.1702 1.1668
R1 1.1682 1.1682 1.1665 1.1673
PP 1.1665 1.1665 1.1665 1.1661
S1 1.1645 1.1645 1.1658 1.1636
S2 1.1628 1.1628 1.1655
S3 1.1591 1.1608 1.1651
S4 1.1554 1.1571 1.1641
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 1.1685 1.1592 0.0093 0.8% 0.0025 0.2% 75% True False 82
10 1.1692 1.1592 0.0100 0.9% 0.0027 0.2% 70% False False 50
20 1.1853 1.1592 0.0261 2.2% 0.0032 0.3% 27% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1842
2.618 1.1782
1.618 1.1745
1.000 1.1722
0.618 1.1708
HIGH 1.1685
0.618 1.1671
0.500 1.1667
0.382 1.1662
LOW 1.1648
0.618 1.1625
1.000 1.1611
1.618 1.1588
2.618 1.1551
4.250 1.1491
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 1.1667 1.1654
PP 1.1665 1.1646
S1 1.1663 1.1639

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

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