CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 1.1700 1.1708 0.0008 0.1% 1.1636
High 1.1703 1.1719 0.0016 0.1% 1.1685
Low 1.1700 1.1708 0.0008 0.1% 1.1592
Close 1.1703 1.1719 0.0016 0.1% 1.1670
Range 0.0003 0.0011 0.0008 320.0% 0.0093
ATR 0.0036 0.0035 -0.0001 -4.0% 0.0000
Volume 35 13 -22 -62.9% 692
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1747 1.1743 1.1724
R3 1.1736 1.1733 1.1721
R2 1.1726 1.1726 1.1720
R1 1.1722 1.1722 1.1719 1.1724
PP 1.1715 1.1715 1.1715 1.1716
S1 1.1712 1.1712 1.1718 1.1713
S2 1.1705 1.1705 1.1717
S3 1.1694 1.1701 1.1716
S4 1.1684 1.1691 1.1713
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 1.1719 1.1644 0.0075 0.6% 0.0021 0.2% 100% True False 120
10 1.1719 1.1592 0.0127 1.1% 0.0020 0.2% 100% True False 77
20 1.1813 1.1592 0.0221 1.9% 0.0027 0.2% 57% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1763
2.618 1.1746
1.618 1.1735
1.000 1.1729
0.618 1.1725
HIGH 1.1719
0.618 1.1714
0.500 1.1713
0.382 1.1712
LOW 1.1708
0.618 1.1702
1.000 1.1698
1.618 1.1691
2.618 1.1681
4.250 1.1663
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 1.1717 1.1706
PP 1.1715 1.1694
S1 1.1713 1.1681

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

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