CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	1.1673	1.1652	-0.0021	-0.2%	1.1636
High	1.1673	1.1682	0.0009	0.1%	1.1685
Low	1.1657	1.1644	-0.0013	-0.1%	1.1592
Close	1.1670	1.1675	0.0005	0.0%	1.1670
Range	0.0016	0.0038	0.0022	137.5%	0.0093
ATR	0.0037	0.0037	0.0000	0.2%	0.0000
Volume	282	23	-259	-91.8%	692

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1781	1.1766	1.1695
R3	1.1743	1.1728	1.1685
R2	1.1705	1.1705	1.1681
R1	1.1690	1.1690	1.1678	1.1697
PP	1.1667	1.1667	1.1667	1.1671
S1	1.1652	1.1652	1.1671	1.1659
S2	1.1629	1.1629	1.1668
S3	1.1591	1.1614	1.1664
S4	1.1553	1.1576	1.1654

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%	0.0032	0.3%	89%	False	False	142
10	1.1685	1.1592	0.0093	0.8%	0.0027	0.2%	89%	False	False	79
20	1.1818	1.1592	0.0226	1.9%	0.0031	0.3%	37%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1844
2.618	1.1781
1.618	1.1743
1.000	1.1720
0.618	1.1705
HIGH	1.1682
0.618	1.1667
0.500	1.1663
0.382	1.1659
LOW	1.1644
0.618	1.1621
1.000	1.1606
1.618	1.1583
2.618	1.1545
4.250	1.1483

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	1.1671	1.1671
PP	1.1667	1.1668
S1	1.1663	1.1665

Download as Excel Spreadsheet

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

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