CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 15-Oct-2021
Day Change Summary
Previous Current
14-Oct-2021 15-Oct-2021 Change Change % Previous Week
Open 1.1685 1.1673 -0.0012 -0.1% 1.1636
High 1.1685 1.1673 -0.0012 -0.1% 1.1685
Low 1.1648 1.1657 0.0009 0.1% 1.1592
Close 1.1662 1.1670 0.0008 0.1% 1.1670
Range 0.0037 0.0016 -0.0021 -56.8% 0.0093
ATR 0.0039 0.0037 -0.0002 -4.2% 0.0000
Volume 249 282 33 13.3% 692
Daily Pivots for day following 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1715 1.1708 1.1678
R3 1.1699 1.1692 1.1674
R2 1.1683 1.1683 1.1672
R1 1.1676 1.1676 1.1671 1.1671
PP 1.1667 1.1667 1.1667 1.1664
S1 1.1660 1.1660 1.1668 1.1655
S2 1.1651 1.1651 1.1667
S3 1.1635 1.1644 1.1665
S4 1.1619 1.1628 1.1661
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1928 1.1892 1.1721
R3 1.1835 1.1799 1.1695
R2 1.1742 1.1742 1.1687
R1 1.1706 1.1706 1.1678 1.1724
PP 1.1649 1.1649 1.1649 1.1658
S1 1.1613 1.1613 1.1661 1.1631
S2 1.1556 1.1556 1.1652
S3 1.1463 1.1520 1.1644
S4 1.1370 1.1427 1.1618
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% 0.0027 0.2% 83% False False 138
10 1.1692 1.1592 0.0100 0.9% 0.0024 0.2% 78% False False 78
20 1.1818 1.1592 0.0226 1.9% 0.0030 0.3% 34% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1741
2.618 1.1715
1.618 1.1699
1.000 1.1689
0.618 1.1683
HIGH 1.1673
0.618 1.1667
0.500 1.1665
0.382 1.1663
LOW 1.1657
0.618 1.1647
1.000 1.1641
1.618 1.1631
2.618 1.1615
4.250 1.1589
Fisher Pivots for day following 15-Oct-2021
Pivot 1 day 3 day
R1 1.1668 1.1662
PP 1.1667 1.1655
S1 1.1665 1.1647

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

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