CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 1.1759 1.1805 0.0046 0.4% 1.1863
High 1.1818 1.1813 -0.0005 0.0% 1.1910
Low 1.1757 1.1805 0.0048 0.4% 1.1797
Close 1.1759 1.1813 0.0054 0.5% 1.1797
Range 0.0061 0.0008 -0.0053 -86.9% 0.0113
ATR 0.0039 0.0040 0.0001 2.8% 0.0000
Volume 2 1 -1 -50.0% 60
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.1834 1.1832 1.1817
R3 1.1826 1.1824 1.1815
R2 1.1818 1.1818 1.1814
R1 1.1816 1.1816 1.1814 1.1817
PP 1.1810 1.1810 1.1810 1.1811
S1 1.1808 1.1808 1.1812 1.1809
S2 1.1802 1.1802 1.1812
S3 1.1794 1.1800 1.1811
S4 1.1786 1.1792 1.1809
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 1.1853 1.1757 0.0096 0.8% 0.0034 0.3% 58% False False 1
10 1.1918 1.1757 0.0161 1.4% 0.0034 0.3% 35% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1847
2.618 1.1834
1.618 1.1826
1.000 1.1821
0.618 1.1818
HIGH 1.1813
0.618 1.1810
0.500 1.1809
0.382 1.1808
LOW 1.1805
0.618 1.1800
1.000 1.1797
1.618 1.1792
2.618 1.1784
4.250 1.1771
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 1.1812 1.1805
PP 1.1810 1.1796
S1 1.1809 1.1788

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

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