CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	1.1668	1.1659	-0.0009	-0.1%	1.1652
High	1.1677	1.1678	0.0002	0.0%	1.1719
Low	1.1660	1.1648	-0.0012	-0.1%	1.1644
Close	1.1660	1.1672	0.0012	0.1%	1.1700
Range	0.0017	0.0030	0.0013	76.5%	0.0075
ATR	0.0032	0.0032	0.0000	-0.4%	0.0000
Volume	10	246	236	2,360.0%	71

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1756	1.1744	1.1688
R3	1.1726	1.1714	1.1680
R2	1.1696	1.1696	1.1677
R1	1.1684	1.1684	1.1674	1.1690
PP	1.1666	1.1666	1.1666	1.1669
S1	1.1654	1.1654	1.1669	1.1660
S2	1.1636	1.1636	1.1666
S3	1.1606	1.1624	1.1663
S4	1.1576	1.1594	1.1655

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	1.1700	1.1648	0.0052	0.4%	0.0010	0.1%	45%	False	True	60
10	1.1719	1.1644	0.0075	0.6%	0.0015	0.1%	37%	False	False	90
20	1.1719	1.1592	0.0127	1.1%	0.0021	0.2%	63%	False	False	60
40	1.1975	1.1592	0.0383	3.3%	0.0029	0.2%	21%	False	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1806
2.618	1.1757
1.618	1.1727
1.000	1.1708
0.618	1.1697
HIGH	1.1678
0.618	1.1667
0.500	1.1663
0.382	1.1659
LOW	1.1648
0.618	1.1629
1.000	1.1618
1.618	1.1599
2.618	1.1569
4.250	1.1521

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	1.1669	1.1669
PP	1.1666	1.1666
S1	1.1663	1.1663

Download as Excel Spreadsheet

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

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