CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 1.1878 1.1830 -0.0049 -0.4% 1.1930
High 1.1893 1.1880 -0.0013 -0.1% 1.1953
Low 1.1876 1.1822 -0.0054 -0.5% 1.1878
Close 1.1876 1.1822 -0.0054 -0.5% 1.1884
Range 0.0018 0.0059 0.0041 234.3% 0.0076
ATR
Volume 2 5 3 150.0% 616
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2017 1.1978 1.1854
R3 1.1958 1.1919 1.1838
R2 1.1900 1.1900 1.1832
R1 1.1861 1.1861 1.1827 1.1851
PP 1.1841 1.1841 1.1841 1.1836
S1 1.1802 1.1802 1.1816 1.1792
S2 1.1783 1.1783 1.1811
S3 1.1724 1.1744 1.1805
S4 1.1666 1.1685 1.1789
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2131 1.2083 1.1925
R3 1.2056 1.2007 1.1904
R2 1.1980 1.1980 1.1897
R1 1.1932 1.1932 1.1890 1.1918
PP 1.1905 1.1905 1.1905 1.1898
S1 1.1856 1.1856 1.1877 1.1843
S2 1.1829 1.1829 1.1870
S3 1.1754 1.1781 1.1863
S4 1.1678 1.1705 1.1842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1918 1.1822 0.0097 0.8% 0.0035 0.3% 0% False True 16
10 1.1975 1.1822 0.0153 1.3% 0.0034 0.3% 0% False True 77
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 0.0009
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2129
2.618 1.2033
1.618 1.1975
1.000 1.1939
0.618 1.1916
HIGH 1.1880
0.618 1.1858
0.500 1.1851
0.382 1.1844
LOW 1.1822
0.618 1.1785
1.000 1.1763
1.618 1.1727
2.618 1.1668
4.250 1.1573
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 1.1851 1.1866
PP 1.1841 1.1851
S1 1.1831 1.1836

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

View Archives - Comment on this page... - Back to Index of Symbols