CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	1.1652	1.1700	0.0048	0.4%	1.1636
High	1.1682	1.1703	0.0021	0.2%	1.1685
Low	1.1644	1.1700	0.0056	0.5%	1.1592
Close	1.1675	1.1703	0.0028	0.2%	1.1670
Range	0.0038	0.0003	-0.0036	-93.4%	0.0093
ATR	0.0037	0.0036	-0.0001	-1.7%	0.0000
Volume	23	35	12	52.2%	692

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1709	1.1708	1.1704
R3	1.1707	1.1706	1.1703
R2	1.1704	1.1704	1.1703
R1	1.1703	1.1703	1.1703	1.1704
PP	1.1702	1.1702	1.1702	1.1702
S1	1.1701	1.1701	1.1702	1.1701
S2	1.1699	1.1699	1.1702
S3	1.1697	1.1698	1.1702
S4	1.1694	1.1696	1.1701

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	1.1703	1.1609	0.0094	0.8%	0.0027	0.2%	100%	True	False	146
10	1.1703	1.1592	0.0111	0.9%	0.0025	0.2%	100%	True	False	81
20	1.1818	1.1592	0.0226	1.9%	0.0030	0.3%	49%	False	False	51

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0002
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.1713
2.618	1.1709
1.618	1.1707
1.000	1.1705
0.618	1.1704
HIGH	1.1703
0.618	1.1702
0.500	1.1701
0.382	1.1701
LOW	1.1700
0.618	1.1698
1.000	1.1698
1.618	1.1696
2.618	1.1693
4.250	1.1689

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	1.1702	1.1693
PP	1.1702	1.1683
S1	1.1701	1.1673

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