CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	1.1768	1.1757	-0.0011	-0.1%	1.1792
High	1.1782	1.1757	-0.0025	-0.2%	1.1818
Low	1.1759	1.1741	-0.0018	-0.2%	1.1757
Close	1.1765	1.1743	-0.0022	-0.2%	1.1782
Range	0.0024	0.0017	-0.0007	-29.8%	0.0061
ATR	0.0039	0.0038	-0.0001	-2.6%	0.0000
Volume	10	74	64	640.0%	21

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1796	1.1786	1.1752
R3	1.1780	1.1770	1.1748
R2	1.1763	1.1763	1.1746
R1	1.1753	1.1753	1.1745	1.1750
PP	1.1747	1.1747	1.1747	1.1745
S1	1.1737	1.1737	1.1741	1.1734
S2	1.1730	1.1730	1.1740
S3	1.1714	1.1720	1.1738
S4	1.1697	1.1704	1.1734

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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1818	1.1741	0.0078	0.7%	0.0026	0.2%	3%	False	True	20
10	1.1893	1.1741	0.0153	1.3%	0.0031	0.3%	2%	False	True	11
20	1.1975	1.1741	0.0234	2.0%	0.0034	0.3%	1%	False	True	47

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	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1827
2.618	1.1800
1.618	1.1784
1.000	1.1774
0.618	1.1767
HIGH	1.1757
0.618	1.1751
0.500	1.1749
0.382	1.1747
LOW	1.1741
0.618	1.1730
1.000	1.1724
1.618	1.1714
2.618	1.1697
4.250	1.1670

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	1.1749	1.1767
PP	1.1747	1.1759
S1	1.1745	1.1751

Download as Excel Spreadsheet

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

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