CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 28-Oct-2021
Day Change Summary
Previous Current
27-Oct-2021 28-Oct-2021 Change Change % Previous Week
Open 1.1659 1.1672 0.0013 0.1% 1.1652
High 1.1678 1.1750 0.0072 0.6% 1.1719
Low 1.1648 1.1649 0.0001 0.0% 1.1644
Close 1.1672 1.1747 0.0076 0.6% 1.1700
Range 0.0030 0.0102 0.0072 238.3% 0.0075
ATR 0.0032 0.0037 0.0005 15.8% 0.0000
Volume 246 158 -88 -35.8% 71
Daily Pivots for day following 28-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2020 1.1985 1.1803
R3 1.1918 1.1883 1.1775
R2 1.1817 1.1817 1.1766
R1 1.1782 1.1782 1.1756 1.1799
PP 1.1715 1.1715 1.1715 1.1724
S1 1.1680 1.1680 1.1738 1.1698
S2 1.1614 1.1614 1.1728
S3 1.1512 1.1579 1.1719
S4 1.1411 1.1477 1.1691
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 1.1750 1.1648 0.0102 0.9% 0.0030 0.3% 97% True False 91
10 1.1750 1.1644 0.0106 0.9% 0.0022 0.2% 97% True False 81
20 1.1750 1.1592 0.0158 1.3% 0.0024 0.2% 98% True False 65
40 1.1975 1.1592 0.0383 3.3% 0.0030 0.3% 41% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.2181
2.618 1.2016
1.618 1.1914
1.000 1.1852
0.618 1.1813
HIGH 1.1750
0.618 1.1711
0.500 1.1699
0.382 1.1687
LOW 1.1649
0.618 1.1586
1.000 1.1547
1.618 1.1484
2.618 1.1383
4.250 1.1217
Fisher Pivots for day following 28-Oct-2021
Pivot 1 day 3 day
R1 1.1731 1.1731
PP 1.1715 1.1715
S1 1.1699 1.1699

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

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