CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	1.1692	1.1654	-0.0038	-0.3%	1.1768
High	1.1692	1.1672	-0.0020	-0.2%	1.1782
Low	1.1682	1.1652	-0.0030	-0.3%	1.1627
Close	1.1688	1.1660	-0.0028	-0.2%	1.1661
Range	0.0010	0.0020	0.0010	100.0%	0.0155
ATR	0.0041	0.0041	0.0000	-1.0%	0.0000
Volume	13	14	1	7.7%	168

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1721	1.1711	1.1671
R3	1.1701	1.1691	1.1666
R2	1.1681	1.1681	1.1664
R1	1.1671	1.1671	1.1662	1.1676
PP	1.1661	1.1661	1.1661	1.1664
S1	1.1651	1.1651	1.1658	1.1656
S2	1.1641	1.1641	1.1656
S3	1.1621	1.1631	1.1655
S4	1.1601	1.1611	1.1649

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	1.1749	1.1627	0.0122	1.0%	0.0042	0.4%	27%	False	False	22
10	1.1818	1.1627	0.0191	1.6%	0.0034	0.3%	17%	False	False	21
20	1.1918	1.1627	0.0291	2.5%	0.0033	0.3%	11%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1757
2.618	1.1724
1.618	1.1704
1.000	1.1692
0.618	1.1684
HIGH	1.1672
0.618	1.1664
0.500	1.1662
0.382	1.1660
LOW	1.1652
0.618	1.1640
1.000	1.1632
1.618	1.1620
2.618	1.1600
4.250	1.1567

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	1.1662	1.1660
PP	1.1661	1.1660
S1	1.1661	1.1660

Download as Excel Spreadsheet

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

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