CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 13-Oct-2021

Day Change Summary
	Previous	Current
	12-Oct-2021	13-Oct-2021	Change	Change %	Previous Week
Open	1.1615	1.1621	0.0006	0.1%	1.1692
High	1.1615	1.1653	0.0038	0.3%	1.1692
Low	1.1592	1.1609	0.0017	0.1%	1.1596
Close	1.1592	1.1653	0.0061	0.5%	1.1639
Range	0.0023	0.0044	0.0021	89.1%	0.0096
ATR	0.0037	0.0039	0.0002	4.5%	0.0000
Volume	12	145	133	1,108.3%	92

Daily Pivots for day following 13-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1769	1.1754	1.1676
R3	1.1725	1.1711	1.1664
R2	1.1682	1.1682	1.1660
R1	1.1667	1.1667	1.1656	1.1674
PP	1.1638	1.1638	1.1638	1.1642
S1	1.1624	1.1624	1.1649	1.1631
S2	1.1595	1.1595	1.1645
S3	1.1551	1.1580	1.1641
S4	1.1508	1.1537	1.1629

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	1.1653	1.1592	0.0061	0.5%	0.0020	0.2%	100%	True	False	34
10	1.1692	1.1592	0.0100	0.9%	0.0027	0.2%	61%	False	False	31
20	1.1880	1.1592	0.0288	2.5%	0.0033	0.3%	21%	False	False	22

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	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1837
2.618	1.1766
1.618	1.1723
1.000	1.1696
0.618	1.1679
HIGH	1.1653
0.618	1.1636
0.500	1.1631
0.382	1.1626
LOW	1.1609
0.618	1.1582
1.000	1.1566
1.618	1.1539
2.618	1.1495
4.250	1.1424

Fisher Pivots for day following 13-Oct-2021
Pivot	1 day	3 day
R1	1.1645	1.1642
PP	1.1638	1.1632
S1	1.1631	1.1622

Download as Excel Spreadsheet

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

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