CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	1.1675	1.1668	-0.0007	-0.1%	1.1652
High	1.1677	1.1677	-0.0001	0.0%	1.1719
Low	1.1675	1.1660	-0.0015	-0.1%	1.1644
Close	1.1676	1.1660	-0.0016	-0.1%	1.1700
Range	0.0003	0.0017	0.0015	580.0%	0.0075
ATR	0.0033	0.0032	-0.0001	-3.4%	0.0000
Volume	45	10	-35	-77.8%	71

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1716	1.1705	1.1669
R3	1.1699	1.1688	1.1664
R2	1.1682	1.1682	1.1663
R1	1.1671	1.1671	1.1661	1.1668
PP	1.1665	1.1665	1.1665	1.1664
S1	1.1654	1.1654	1.1658	1.1651
S2	1.1648	1.1648	1.1656
S3	1.1631	1.1637	1.1655
S4	1.1614	1.1620	1.1650

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	1.1660	0.0059	0.5%	0.0006	0.1%	0%	False	True	13
10	1.1719	1.1609	0.0110	0.9%	0.0017	0.1%	46%	False	False	80
20	1.1749	1.1592	0.0157	1.3%	0.0025	0.2%	43%	False	False	49
40	1.1975	1.1592	0.0383	3.3%	0.0029	0.2%	18%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1749
2.618	1.1721
1.618	1.1704
1.000	1.1694
0.618	1.1687
HIGH	1.1677
0.618	1.1670
0.500	1.1668
0.382	1.1666
LOW	1.1660
0.618	1.1649
1.000	1.1643
1.618	1.1632
2.618	1.1615
4.250	1.1587

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	1.1668	1.1680
PP	1.1665	1.1673
S1	1.1662	1.1666

Download as Excel Spreadsheet

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

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