CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 1.1673 1.1652 -0.0021 -0.2% 1.1636
High 1.1673 1.1682 0.0009 0.1% 1.1685
Low 1.1657 1.1644 -0.0013 -0.1% 1.1592
Close 1.1670 1.1675 0.0005 0.0% 1.1670
Range 0.0016 0.0038 0.0022 137.5% 0.0093
ATR 0.0037 0.0037 0.0000 0.2% 0.0000
Volume 282 23 -259 -91.8% 692
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1781 1.1766 1.1695
R3 1.1743 1.1728 1.1685
R2 1.1705 1.1705 1.1681
R1 1.1690 1.1690 1.1678 1.1697
PP 1.1667 1.1667 1.1667 1.1671
S1 1.1652 1.1652 1.1671 1.1659
S2 1.1629 1.1629 1.1668
S3 1.1591 1.1614 1.1664
S4 1.1553 1.1576 1.1654
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% 0.0032 0.3% 89% False False 142
10 1.1685 1.1592 0.0093 0.8% 0.0027 0.2% 89% False False 79
20 1.1818 1.1592 0.0226 1.9% 0.0031 0.3% 37% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1844
2.618 1.1781
1.618 1.1743
1.000 1.1720
0.618 1.1705
HIGH 1.1682
0.618 1.1667
0.500 1.1663
0.382 1.1659
LOW 1.1644
0.618 1.1621
1.000 1.1606
1.618 1.1583
2.618 1.1545
4.250 1.1483
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 1.1671 1.1671
PP 1.1667 1.1668
S1 1.1663 1.1665

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

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