CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	1.1656	1.1692	0.0036	0.3%	1.1768
High	1.1668	1.1692	0.0024	0.2%	1.1782
Low	1.1627	1.1682	0.0055	0.5%	1.1627
Close	1.1661	1.1688	0.0027	0.2%	1.1661
Range	0.0041	0.0010	-0.0031	-75.6%	0.0155
ATR	0.0042	0.0041	-0.0001	-1.8%	0.0000
Volume	5	13	8	160.0%	168

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1717	1.1712	1.1693
R3	1.1707	1.1702	1.1690
R2	1.1697	1.1697	1.1689
R1	1.1692	1.1692	1.1688	1.1690
PP	1.1687	1.1687	1.1687	1.1686
S1	1.1682	1.1682	1.1687	1.1680
S2	1.1677	1.1677	1.1686
S3	1.1667	1.1672	1.1685
S4	1.1657	1.1662	1.1682

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2155	1.2063	1.1746
R3	1.2000	1.1908	1.1703
R2	1.1845	1.1845	1.1689
R1	1.1753	1.1753	1.1675	1.1721
PP	1.1690	1.1690	1.1690	1.1674
S1	1.1598	1.1598	1.1646	1.1566
S2	1.1535	1.1535	1.1632
S3	1.1380	1.1443	1.1618
S4	1.1225	1.1288	1.1575

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1757	1.1627	0.0130	1.1%	0.0041	0.4%	47%	False	False	34
10	1.1818	1.1627	0.0191	1.6%	0.0034	0.3%	32%	False	False	20
20	1.1953	1.1627	0.0326	2.8%	0.0034	0.3%	19%	False	False	43

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1735
2.618	1.1718
1.618	1.1708
1.000	1.1702
0.618	1.1698
HIGH	1.1692
0.618	1.1688
0.500	1.1687
0.382	1.1686
LOW	1.1682
0.618	1.1676
1.000	1.1672
1.618	1.1666
2.618	1.1656
4.250	1.1640

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	1.1687	1.1678
PP	1.1687	1.1669
S1	1.1687	1.1660

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

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