CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	1.1636	1.1615	-0.0021	-0.2%	1.1692
High	1.1636	1.1615	-0.0021	-0.2%	1.1692
Low	1.1622	1.1592	-0.0030	-0.3%	1.1596
Close	1.1622	1.1592	-0.0030	-0.3%	1.1639
Range	0.0015	0.0023	0.0009	58.6%	0.0096
ATR	0.0038	0.0037	-0.0001	-1.5%	0.0000
Volume	4	12	8	200.0%	92

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1669	1.1653	1.1605
R3	1.1646	1.1630	1.1598
R2	1.1623	1.1623	1.1596
R1	1.1607	1.1607	1.1594	1.1604
PP	1.1600	1.1600	1.1600	1.1598
S1	1.1584	1.1584	1.1590	1.1581
S2	1.1577	1.1577	1.1588
S3	1.1554	1.1561	1.1586
S4	1.1531	1.1538	1.1579

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1930	1.1881	1.1692
R3	1.1834	1.1785	1.1665
R2	1.1738	1.1738	1.1657
R1	1.1689	1.1689	1.1648	1.1666
PP	1.1642	1.1642	1.1642	1.1631
S1	1.1593	1.1593	1.1630	1.1570
S2	1.1546	1.1546	1.1621
S3	1.1450	1.1497	1.1613
S4	1.1354	1.1401	1.1586

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1655	1.1592	0.0063	0.5%	0.0023	0.2%	0%	False	True	16
10	1.1749	1.1592	0.0157	1.4%	0.0032	0.3%	0%	False	True	19
20	1.1893	1.1592	0.0301	2.6%	0.0032	0.3%	0%	False	True	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1713
2.618	1.1675
1.618	1.1652
1.000	1.1638
0.618	1.1629
HIGH	1.1615
0.618	1.1606
0.500	1.1604
0.382	1.1601
LOW	1.1592
0.618	1.1578
1.000	1.1569
1.618	1.1555
2.618	1.1532
4.250	1.1494

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	1.1604	1.1616
PP	1.1600	1.1608
S1	1.1596	1.1600

Download as Excel Spreadsheet

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

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