CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 1.1708 1.1686 -0.0023 -0.2% 1.1636
High 1.1719 1.1686 -0.0033 -0.3% 1.1685
Low 1.1708 1.1686 -0.0023 -0.2% 1.1592
Close 1.1719 1.1686 -0.0033 -0.3% 1.1670
Range 0.0011 0.0000 -0.0011 -100.0% 0.0093
ATR 0.0035 0.0035 0.0000 -0.4% 0.0000
Volume 13 0 -13 -100.0% 692
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1686 1.1686 1.1686
R3 1.1686 1.1686 1.1686
R2 1.1686 1.1686 1.1686
R1 1.1686 1.1686 1.1686 1.1686
PP 1.1686 1.1686 1.1686 1.1686
S1 1.1686 1.1686 1.1686 1.1686
S2 1.1686 1.1686 1.1686
S3 1.1686 1.1686 1.1686
S4 1.1686 1.1686 1.1686
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% 0.0013 0.1% 56% False False 70
10 1.1719 1.1592 0.0127 1.1% 0.0019 0.2% 74% False False 76
20 1.1794 1.1592 0.0202 1.7% 0.0027 0.2% 46% 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 38 trading days
Fibonacci Retracements and Extensions
4.250 1.1686
2.618 1.1686
1.618 1.1686
1.000 1.1686
0.618 1.1686
HIGH 1.1686
0.618 1.1686
0.500 1.1686
0.382 1.1686
LOW 1.1686
0.618 1.1686
1.000 1.1686
1.618 1.1686
2.618 1.1686
4.250 1.1686
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 1.1686 1.1702
PP 1.1686 1.1697
S1 1.1686 1.1691

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

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