CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 1.1675 1.1668 -0.0007 -0.1% 1.1652
High 1.1677 1.1677 -0.0001 0.0% 1.1719
Low 1.1675 1.1660 -0.0015 -0.1% 1.1644
Close 1.1676 1.1660 -0.0016 -0.1% 1.1700
Range 0.0003 0.0017 0.0015 580.0% 0.0075
ATR 0.0033 0.0032 -0.0001 -3.4% 0.0000
Volume 45 10 -35 -77.8% 71
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1716 1.1705 1.1669
R3 1.1699 1.1688 1.1664
R2 1.1682 1.1682 1.1663
R1 1.1671 1.1671 1.1661 1.1668
PP 1.1665 1.1665 1.1665 1.1664
S1 1.1654 1.1654 1.1658 1.1651
S2 1.1648 1.1648 1.1656
S3 1.1631 1.1637 1.1655
S4 1.1614 1.1620 1.1650
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 1.1660 0.0059 0.5% 0.0006 0.1% 0% False True 13
10 1.1719 1.1609 0.0110 0.9% 0.0017 0.1% 46% False False 80
20 1.1749 1.1592 0.0157 1.3% 0.0025 0.2% 43% False False 49
40 1.1975 1.1592 0.0383 3.3% 0.0029 0.2% 18% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1749
2.618 1.1721
1.618 1.1704
1.000 1.1694
0.618 1.1687
HIGH 1.1677
0.618 1.1670
0.500 1.1668
0.382 1.1666
LOW 1.1660
0.618 1.1649
1.000 1.1643
1.618 1.1632
2.618 1.1615
4.250 1.1587
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 1.1668 1.1680
PP 1.1665 1.1673
S1 1.1662 1.1666

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

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