CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	1.1757	1.1700	-0.0057	-0.5%	1.1792
High	1.1757	1.1749	-0.0009	-0.1%	1.1818
Low	1.1741	1.1656	-0.0085	-0.7%	1.1757
Close	1.1743	1.1666	-0.0078	-0.7%	1.1782
Range	0.0017	0.0093	0.0077	463.6%	0.0061
ATR	0.0038	0.0042	0.0004	10.4%	0.0000
Volume	74	26	-48	-64.9%	21

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1969	1.1910	1.1717
R3	1.1876	1.1817	1.1691
R2	1.1783	1.1783	1.1683
R1	1.1724	1.1724	1.1674	1.1707
PP	1.1690	1.1690	1.1690	1.1681
S1	1.1631	1.1631	1.1657	1.1614
S2	1.1597	1.1597	1.1648
S3	1.1504	1.1538	1.1640
S4	1.1411	1.1445	1.1614

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	1.1813	1.1656	0.0158	1.4%	0.0033	0.3%	6%	False	True	25
10	1.1880	1.1656	0.0225	1.9%	0.0038	0.3%	4%	False	True	13
20	1.1975	1.1656	0.0319	2.7%	0.0036	0.3%	3%	False	True	47

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	0.0007
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.2144
2.618	1.1992
1.618	1.1899
1.000	1.1842
0.618	1.1806
HIGH	1.1749
0.618	1.1713
0.500	1.1702
0.382	1.1691
LOW	1.1656
0.618	1.1598
1.000	1.1563
1.618	1.1505
2.618	1.1412
4.250	1.1260

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	1.1702	1.1719
PP	1.1690	1.1701
S1	1.1678	1.1683

Download as Excel Spreadsheet

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

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