CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 19-Oct-2021
Day Change Summary
Previous Current
18-Oct-2021 19-Oct-2021 Change Change % Previous Week
Open 1.1652 1.1700 0.0048 0.4% 1.1636
High 1.1682 1.1703 0.0021 0.2% 1.1685
Low 1.1644 1.1700 0.0056 0.5% 1.1592
Close 1.1675 1.1703 0.0028 0.2% 1.1670
Range 0.0038 0.0003 -0.0036 -93.4% 0.0093
ATR 0.0037 0.0036 -0.0001 -1.7% 0.0000
Volume 23 35 12 52.2% 692
Daily Pivots for day following 19-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1709 1.1708 1.1704
R3 1.1707 1.1706 1.1703
R2 1.1704 1.1704 1.1703
R1 1.1703 1.1703 1.1703 1.1704
PP 1.1702 1.1702 1.1702 1.1702
S1 1.1701 1.1701 1.1702 1.1701
S2 1.1699 1.1699 1.1702
S3 1.1697 1.1698 1.1702
S4 1.1694 1.1696 1.1701
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 1.1703 1.1609 0.0094 0.8% 0.0027 0.2% 100% True False 146
10 1.1703 1.1592 0.0111 0.9% 0.0025 0.2% 100% True False 81
20 1.1818 1.1592 0.0226 1.9% 0.0030 0.3% 49% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.1713
2.618 1.1709
1.618 1.1707
1.000 1.1705
0.618 1.1704
HIGH 1.1703
0.618 1.1702
0.500 1.1701
0.382 1.1701
LOW 1.1700
0.618 1.1698
1.000 1.1698
1.618 1.1696
2.618 1.1693
4.250 1.1689
Fisher Pivots for day following 19-Oct-2021
Pivot 1 day 3 day
R1 1.1702 1.1693
PP 1.1702 1.1683
S1 1.1701 1.1673

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

View Archives - Comment on this page... - Back to Index of Symbols