CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	1.1659	1.1672	0.0013	0.1%	1.1652
High	1.1678	1.1750	0.0072	0.6%	1.1719
Low	1.1648	1.1649	0.0001	0.0%	1.1644
Close	1.1672	1.1747	0.0076	0.6%	1.1700
Range	0.0030	0.0102	0.0072	238.3%	0.0075
ATR	0.0032	0.0037	0.0005	15.8%	0.0000
Volume	246	158	-88	-35.8%	71

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2020	1.1985	1.1803
R3	1.1918	1.1883	1.1775
R2	1.1817	1.1817	1.1766
R1	1.1782	1.1782	1.1756	1.1799
PP	1.1715	1.1715	1.1715	1.1724
S1	1.1680	1.1680	1.1738	1.1698
S2	1.1614	1.1614	1.1728
S3	1.1512	1.1579	1.1719
S4	1.1411	1.1477	1.1691

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	1.1750	1.1648	0.0102	0.9%	0.0030	0.3%	97%	True	False	91
10	1.1750	1.1644	0.0106	0.9%	0.0022	0.2%	97%	True	False	81
20	1.1750	1.1592	0.0158	1.3%	0.0024	0.2%	98%	True	False	65
40	1.1975	1.1592	0.0383	3.3%	0.0030	0.3%	41%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1.2181
2.618	1.2016
1.618	1.1914
1.000	1.1852
0.618	1.1813
HIGH	1.1750
0.618	1.1711
0.500	1.1699
0.382	1.1687
LOW	1.1649
0.618	1.1586
1.000	1.1547
1.618	1.1484
2.618	1.1383
4.250	1.1217

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	1.1731	1.1731
PP	1.1715	1.1715
S1	1.1699	1.1699

Download as Excel Spreadsheet

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

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