CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary
Previous Current
26-Oct-2021 27-Oct-2021 Change Change % Previous Week
Open 1.1668 1.1659 -0.0009 -0.1% 1.1652
High 1.1677 1.1678 0.0002 0.0% 1.1719
Low 1.1660 1.1648 -0.0012 -0.1% 1.1644
Close 1.1660 1.1672 0.0012 0.1% 1.1700
Range 0.0017 0.0030 0.0013 76.5% 0.0075
ATR 0.0032 0.0032 0.0000 -0.4% 0.0000
Volume 10 246 236 2,360.0% 71
Daily Pivots for day following 27-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1756 1.1744 1.1688
R3 1.1726 1.1714 1.1680
R2 1.1696 1.1696 1.1677
R1 1.1684 1.1684 1.1674 1.1690
PP 1.1666 1.1666 1.1666 1.1669
S1 1.1654 1.1654 1.1669 1.1660
S2 1.1636 1.1636 1.1666
S3 1.1606 1.1624 1.1663
S4 1.1576 1.1594 1.1655
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 1.1700 1.1648 0.0052 0.4% 0.0010 0.1% 45% False True 60
10 1.1719 1.1644 0.0075 0.6% 0.0015 0.1% 37% False False 90
20 1.1719 1.1592 0.0127 1.1% 0.0021 0.2% 63% False False 60
40 1.1975 1.1592 0.0383 3.3% 0.0029 0.2% 21% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1806
2.618 1.1757
1.618 1.1727
1.000 1.1708
0.618 1.1697
HIGH 1.1678
0.618 1.1667
0.500 1.1663
0.382 1.1659
LOW 1.1648
0.618 1.1629
1.000 1.1618
1.618 1.1599
2.618 1.1569
4.250 1.1521
Fisher Pivots for day following 27-Oct-2021
Pivot 1 day 3 day
R1 1.1669 1.1669
PP 1.1666 1.1666
S1 1.1663 1.1663

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

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