CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 25-Oct-2021
Day Change Summary
Previous Current
22-Oct-2021 25-Oct-2021 Change Change % Previous Week
Open 1.1700 1.1675 -0.0025 -0.2% 1.1652
High 1.1700 1.1677 -0.0023 -0.2% 1.1719
Low 1.1700 1.1675 -0.0026 -0.2% 1.1644
Close 1.1700 1.1676 -0.0025 -0.2% 1.1700
Range 0.0000 0.0003 0.0003 0.0075
ATR 0.0033 0.0033 -0.0001 -1.7% 0.0000
Volume 0 45 45 71
Daily Pivots for day following 25-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1683 1.1682 1.1677
R3 1.1681 1.1679 1.1676
R2 1.1678 1.1678 1.1676
R1 1.1677 1.1677 1.1676 1.1678
PP 1.1676 1.1676 1.1676 1.1676
S1 1.1674 1.1674 1.1675 1.1675
S2 1.1673 1.1673 1.1675
S3 1.1671 1.1672 1.1675
S4 1.1668 1.1669 1.1674
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1911 1.1880 1.1741
R3 1.1837 1.1806 1.1720
R2 1.1762 1.1762 1.1714
R1 1.1731 1.1731 1.1707 1.1747
PP 1.1688 1.1688 1.1688 1.1695
S1 1.1657 1.1657 1.1693 1.1672
S2 1.1613 1.1613 1.1686
S3 1.1539 1.1582 1.1680
S4 1.1464 1.1508 1.1659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1719 1.1675 0.0044 0.4% 0.0003 0.0% 2% False True 18
10 1.1719 1.1592 0.0127 1.1% 0.0017 0.1% 66% False False 80
20 1.1757 1.1592 0.0165 1.4% 0.0025 0.2% 51% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1688
2.618 1.1684
1.618 1.1681
1.000 1.1680
0.618 1.1679
HIGH 1.1677
0.618 1.1676
0.500 1.1676
0.382 1.1675
LOW 1.1675
0.618 1.1673
1.000 1.1672
1.618 1.1670
2.618 1.1668
4.250 1.1664
Fisher Pivots for day following 25-Oct-2021
Pivot 1 day 3 day
R1 1.1676 1.1687
PP 1.1676 1.1683
S1 1.1676 1.1679

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

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