CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 29-Oct-2021
Day Change Summary
Previous Current
28-Oct-2021 29-Oct-2021 Change Change % Previous Week
Open 1.1672 1.1712 0.0040 0.3% 1.1675
High 1.1750 1.1714 -0.0036 -0.3% 1.1750
Low 1.1649 1.1608 -0.0041 -0.3% 1.1608
Close 1.1747 1.1620 -0.0128 -1.1% 1.1620
Range 0.0102 0.0106 0.0005 4.4% 0.0142
ATR 0.0037 0.0044 0.0007 20.0% 0.0000
Volume 158 32 -126 -79.7% 491
Daily Pivots for day following 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1965 1.1898 1.1678
R3 1.1859 1.1792 1.1649
R2 1.1753 1.1753 1.1639
R1 1.1686 1.1686 1.1629 1.1667
PP 1.1647 1.1647 1.1647 1.1637
S1 1.1580 1.1580 1.1610 1.1561
S2 1.1541 1.1541 1.1600
S3 1.1435 1.1474 1.1590
S4 1.1329 1.1368 1.1561
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2085 1.1994 1.1698
R3 1.1943 1.1852 1.1659
R2 1.1801 1.1801 1.1646
R1 1.1710 1.1710 1.1633 1.1685
PP 1.1659 1.1659 1.1659 1.1646
S1 1.1568 1.1568 1.1606 1.1543
S2 1.1517 1.1517 1.1593
S3 1.1375 1.1426 1.1580
S4 1.1233 1.1284 1.1541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1750 1.1608 0.0142 1.2% 0.0051 0.4% 8% False True 98
10 1.1750 1.1608 0.0142 1.2% 0.0031 0.3% 8% False True 56
20 1.1750 1.1592 0.0158 1.4% 0.0028 0.2% 17% False False 67
40 1.1975 1.1592 0.0383 3.3% 0.0031 0.3% 7% 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 44 trading days
Fibonacci Retracements and Extensions
4.250 1.2165
2.618 1.1992
1.618 1.1886
1.000 1.1820
0.618 1.1780
HIGH 1.1714
0.618 1.1674
0.500 1.1661
0.382 1.1648
LOW 1.1608
0.618 1.1542
1.000 1.1502
1.618 1.1436
2.618 1.1330
4.250 1.1158
Fisher Pivots for day following 29-Oct-2021
Pivot 1 day 3 day
R1 1.1661 1.1679
PP 1.1647 1.1659
S1 1.1633 1.1639

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

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