CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1794 |
1.1768 |
-0.0027 |
-0.2% |
1.1792 |
| High |
1.1794 |
1.1782 |
-0.0012 |
-0.1% |
1.1818 |
| Low |
1.1773 |
1.1759 |
-0.0014 |
-0.1% |
1.1757 |
| Close |
1.1782 |
1.1765 |
-0.0017 |
-0.1% |
1.1782 |
| Range |
0.0022 |
0.0024 |
0.0002 |
9.3% |
0.0061 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
16 |
10 |
-6 |
-37.5% |
21 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1839 |
1.1826 |
1.1778 |
|
| R3 |
1.1816 |
1.1802 |
1.1771 |
|
| R2 |
1.1792 |
1.1792 |
1.1769 |
|
| R1 |
1.1779 |
1.1779 |
1.1767 |
1.1774 |
| PP |
1.1769 |
1.1769 |
1.1769 |
1.1766 |
| S1 |
1.1755 |
1.1755 |
1.1763 |
1.1750 |
| S2 |
1.1745 |
1.1745 |
1.1761 |
|
| S3 |
1.1722 |
1.1732 |
1.1759 |
|
| S4 |
1.1698 |
1.1708 |
1.1752 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1936 |
1.1815 |
|
| R3 |
1.1908 |
1.1875 |
1.1798 |
|
| R2 |
1.1847 |
1.1847 |
1.1793 |
|
| R1 |
1.1814 |
1.1814 |
1.1787 |
1.1800 |
| PP |
1.1786 |
1.1786 |
1.1786 |
1.1778 |
| S1 |
1.1753 |
1.1753 |
1.1776 |
1.1739 |
| S2 |
1.1725 |
1.1725 |
1.1770 |
|
| S3 |
1.1664 |
1.1692 |
1.1765 |
|
| S4 |
1.1603 |
1.1631 |
1.1748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1882 |
|
2.618 |
1.1844 |
|
1.618 |
1.1820 |
|
1.000 |
1.1806 |
|
0.618 |
1.1797 |
|
HIGH |
1.1782 |
|
0.618 |
1.1773 |
|
0.500 |
1.1770 |
|
0.382 |
1.1767 |
|
LOW |
1.1759 |
|
0.618 |
1.1744 |
|
1.000 |
1.1735 |
|
1.618 |
1.1720 |
|
2.618 |
1.1697 |
|
4.250 |
1.1659 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1786 |
| PP |
1.1769 |
1.1779 |
| S1 |
1.1767 |
1.1772 |
|