CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	1.1621	1.1685	0.0064	0.6%	1.1692
High	1.1653	1.1685	0.0033	0.3%	1.1692
Low	1.1609	1.1648	0.0039	0.3%	1.1596
Close	1.1653	1.1662	0.0009	0.1%	1.1639
Range	0.0044	0.0037	-0.0007	-14.9%	0.0096
ATR	0.0039	0.0039	0.0000	-0.3%	0.0000
Volume	145	249	104	71.7%	92

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1776	1.1756	1.1682
R3	1.1739	1.1719	1.1672
R2	1.1702	1.1702	1.1668
R1	1.1682	1.1682	1.1665	1.1673
PP	1.1665	1.1665	1.1665	1.1661
S1	1.1645	1.1645	1.1658	1.1636
S2	1.1628	1.1628	1.1655
S3	1.1591	1.1608	1.1651
S4	1.1554	1.1571	1.1641

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	1.1685	1.1592	0.0093	0.8%	0.0025	0.2%	75%	True	False	82
10	1.1692	1.1592	0.0100	0.9%	0.0027	0.2%	70%	False	False	50
20	1.1853	1.1592	0.0261	2.2%	0.0032	0.3%	27%	False	False	34

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1842
2.618	1.1782
1.618	1.1745
1.000	1.1722
0.618	1.1708
HIGH	1.1685
0.618	1.1671
0.500	1.1667
0.382	1.1662
LOW	1.1648
0.618	1.1625
1.000	1.1611
1.618	1.1588
2.618	1.1551
4.250	1.1491

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	1.1667	1.1654
PP	1.1665	1.1646
S1	1.1663	1.1639

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols