CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	1.1654	1.1655	0.0001	0.0%	1.1768
High	1.1672	1.1655	-0.0017	-0.1%	1.1782
Low	1.1652	1.1596	-0.0056	-0.5%	1.1627
Close	1.1660	1.1613	-0.0048	-0.4%	1.1661
Range	0.0020	0.0059	0.0039	195.0%	0.0155
ATR	0.0041	0.0042	0.0002	4.1%	0.0000
Volume	14	52	38	271.4%	168

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1798	1.1764	1.1645
R3	1.1739	1.1705	1.1629
R2	1.1680	1.1680	1.1623
R1	1.1646	1.1646	1.1618	1.1634
PP	1.1621	1.1621	1.1621	1.1615
S1	1.1587	1.1587	1.1607	1.1575
S2	1.1562	1.1562	1.1602
S3	1.1503	1.1528	1.1596
S4	1.1444	1.1469	1.1580

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	1.1692	1.1596	0.0096	0.8%	0.0035	0.3%	17%	False	True	27
10	1.1813	1.1596	0.0217	1.9%	0.0034	0.3%	8%	False	True	26
20	1.1918	1.1596	0.0322	2.8%	0.0035	0.3%	5%	False	True	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1906
2.618	1.1809
1.618	1.1750
1.000	1.1714
0.618	1.1691
HIGH	1.1655
0.618	1.1632
0.500	1.1626
0.382	1.1619
LOW	1.1596
0.618	1.1560
1.000	1.1537
1.618	1.1501
2.618	1.1442
4.250	1.1345

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	1.1626	1.1644
PP	1.1621	1.1634
S1	1.1617	1.1623

Download as Excel Spreadsheet

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

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