CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1708 |
0.0008 |
0.1% |
1.1636 |
| High |
1.1703 |
1.1719 |
0.0016 |
0.1% |
1.1685 |
| Low |
1.1700 |
1.1708 |
0.0008 |
0.1% |
1.1592 |
| Close |
1.1703 |
1.1719 |
0.0016 |
0.1% |
1.1670 |
| Range |
0.0003 |
0.0011 |
0.0008 |
320.0% |
0.0093 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-4.0% |
0.0000 |
| Volume |
35 |
13 |
-22 |
-62.9% |
692 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1743 |
1.1724 |
|
| R3 |
1.1736 |
1.1733 |
1.1721 |
|
| R2 |
1.1726 |
1.1726 |
1.1720 |
|
| R1 |
1.1722 |
1.1722 |
1.1719 |
1.1724 |
| PP |
1.1715 |
1.1715 |
1.1715 |
1.1716 |
| S1 |
1.1712 |
1.1712 |
1.1718 |
1.1713 |
| S2 |
1.1705 |
1.1705 |
1.1717 |
|
| S3 |
1.1694 |
1.1701 |
1.1716 |
|
| S4 |
1.1684 |
1.1691 |
1.1713 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1763 |
|
2.618 |
1.1746 |
|
1.618 |
1.1735 |
|
1.000 |
1.1729 |
|
0.618 |
1.1725 |
|
HIGH |
1.1719 |
|
0.618 |
1.1714 |
|
0.500 |
1.1713 |
|
0.382 |
1.1712 |
|
LOW |
1.1708 |
|
0.618 |
1.1702 |
|
1.000 |
1.1698 |
|
1.618 |
1.1691 |
|
2.618 |
1.1681 |
|
4.250 |
1.1663 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1717 |
1.1706 |
| PP |
1.1715 |
1.1694 |
| S1 |
1.1713 |
1.1681 |
|