CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 1.1686 1.1700 0.0015 0.1% 1.1652
High 1.1686 1.1700 0.0015 0.1% 1.1719
Low 1.1686 1.1700 0.0015 0.1% 1.1644
Close 1.1686 1.1700 0.0015 0.1% 1.1700
Range
ATR 0.0035 0.0033 -0.0001 -4.2% 0.0000
Volume
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1700 1.1700 1.1700
R3 1.1700 1.1700 1.1700
R2 1.1700 1.1700 1.1700
R1 1.1700 1.1700 1.1700 1.1700
PP 1.1700 1.1700 1.1700 1.1700
S1 1.1700 1.1700 1.1700 1.1700
S2 1.1700 1.1700 1.1700
S3 1.1700 1.1700 1.1700
S4 1.1700 1.1700 1.1700
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.1911 1.1880 1.1741
R3 1.1837 1.1806 1.1720
R2 1.1762 1.1762 1.1714
R1 1.1731 1.1731 1.1707 1.1747
PP 1.1688 1.1688 1.1688 1.1695
S1 1.1657 1.1657 1.1693 1.1672
S2 1.1613 1.1613 1.1686
S3 1.1539 1.1582 1.1680
S4 1.1464 1.1508 1.1659
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% 0.0010 0.1% 75% False False 14
10 1.1719 1.1592 0.0127 1.1% 0.0019 0.2% 85% False False 76
20 1.1782 1.1592 0.0190 1.6% 0.0026 0.2% 57% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.1700
2.618 1.1700
1.618 1.1700
1.000 1.1700
0.618 1.1700
HIGH 1.1700
0.618 1.1700
0.500 1.1700
0.382 1.1700
LOW 1.1700
0.618 1.1700
1.000 1.1700
1.618 1.1700
2.618 1.1700
4.250 1.1700
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 1.1700 1.1702
PP 1.1700 1.1701
S1 1.1700 1.1701

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

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