CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 1.1798 1.1792 -0.0007 -0.1% 1.1863
High 1.1853 1.1797 -0.0056 -0.5% 1.1910
Low 1.1797 1.1775 -0.0022 -0.2% 1.1797
Close 1.1797 1.1792 -0.0005 0.0% 1.1797
Range 0.0057 0.0023 -0.0034 -60.2% 0.0113
ATR 0.0040 0.0038 -0.0001 -3.1% 0.0000
Volume 2 0 -2 -100.0% 60
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1855 1.1846 1.1804
R3 1.1833 1.1823 1.1798
R2 1.1810 1.1810 1.1796
R1 1.1801 1.1801 1.1794 1.1803
PP 1.1788 1.1788 1.1788 1.1789
S1 1.1778 1.1778 1.1789 1.1780
S2 1.1765 1.1765 1.1787
S3 1.1743 1.1756 1.1785
S4 1.1720 1.1733 1.1779
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.2173 1.2098 1.1859
R3 1.2060 1.1985 1.1828
R2 1.1947 1.1947 1.1817
R1 1.1872 1.1872 1.1807 1.1853
PP 1.1834 1.1834 1.1834 1.1825
S1 1.1759 1.1759 1.1786 1.1740
S2 1.1721 1.1721 1.1776
S3 1.1608 1.1646 1.1765
S4 1.1495 1.1533 1.1734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1910 1.1775 0.0135 1.1% 0.0038 0.3% 13% False True 11
10 1.1953 1.1775 0.0179 1.5% 0.0034 0.3% 10% False True 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1893
2.618 1.1856
1.618 1.1833
1.000 1.1820
0.618 1.1811
HIGH 1.1797
0.618 1.1788
0.500 1.1786
0.382 1.1783
LOW 1.1775
0.618 1.1761
1.000 1.1752
1.618 1.1738
2.618 1.1716
4.250 1.1679
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 1.1790 1.1827
PP 1.1788 1.1815
S1 1.1786 1.1803

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

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