CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	1.1685	1.1673	-0.0012	-0.1%	1.1636
High	1.1685	1.1673	-0.0012	-0.1%	1.1685
Low	1.1648	1.1657	0.0009	0.1%	1.1592
Close	1.1662	1.1670	0.0008	0.1%	1.1670
Range	0.0037	0.0016	-0.0021	-56.8%	0.0093
ATR	0.0039	0.0037	-0.0002	-4.2%	0.0000
Volume	249	282	33	13.3%	692

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1715	1.1708	1.1678
R3	1.1699	1.1692	1.1674
R2	1.1683	1.1683	1.1672
R1	1.1676	1.1676	1.1671	1.1671
PP	1.1667	1.1667	1.1667	1.1664
S1	1.1660	1.1660	1.1668	1.1655
S2	1.1651	1.1651	1.1667
S3	1.1635	1.1644	1.1665
S4	1.1619	1.1628	1.1661

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1928	1.1892	1.1721
R3	1.1835	1.1799	1.1695
R2	1.1742	1.1742	1.1687
R1	1.1706	1.1706	1.1678	1.1724
PP	1.1649	1.1649	1.1649	1.1658
S1	1.1613	1.1613	1.1661	1.1631
S2	1.1556	1.1556	1.1652
S3	1.1463	1.1520	1.1644
S4	1.1370	1.1427	1.1618

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%	0.0027	0.2%	83%	False	False	138
10	1.1692	1.1592	0.0100	0.9%	0.0024	0.2%	78%	False	False	78
20	1.1818	1.1592	0.0226	1.9%	0.0030	0.3%	34%	False	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1741
2.618	1.1715
1.618	1.1699
1.000	1.1689
0.618	1.1683
HIGH	1.1673
0.618	1.1667
0.500	1.1665
0.382	1.1663
LOW	1.1657
0.618	1.1647
1.000	1.1641
1.618	1.1631
2.618	1.1615
4.250	1.1589

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	1.1668	1.1662
PP	1.1667	1.1655
S1	1.1665	1.1647

Download as Excel Spreadsheet

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

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