CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 01-Nov-2021
Day Change Summary
Previous Current
29-Oct-2021 01-Nov-2021 Change Change % Previous Week
Open 1.1712 1.1640 -0.0073 -0.6% 1.1675
High 1.1714 1.1668 -0.0047 -0.4% 1.1750
Low 1.1608 1.1640 0.0032 0.3% 1.1608
Close 1.1620 1.1668 0.0048 0.4% 1.1620
Range 0.0106 0.0028 -0.0078 -73.6% 0.0142
ATR 0.0044 0.0044 0.0000 0.7% 0.0000
Volume 32 130 98 306.3% 491
Daily Pivots for day following 01-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1742 1.1733 1.1683
R3 1.1714 1.1705 1.1675
R2 1.1686 1.1686 1.1673
R1 1.1677 1.1677 1.1670 1.1682
PP 1.1658 1.1658 1.1658 1.1661
S1 1.1649 1.1649 1.1665 1.1654
S2 1.1630 1.1630 1.1662
S3 1.1602 1.1621 1.1660
S4 1.1574 1.1593 1.1652
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2085 1.1994 1.1698
R3 1.1943 1.1852 1.1659
R2 1.1801 1.1801 1.1646
R1 1.1710 1.1710 1.1633 1.1685
PP 1.1659 1.1659 1.1659 1.1646
S1 1.1568 1.1568 1.1606 1.1543
S2 1.1517 1.1517 1.1593
S3 1.1375 1.1426 1.1580
S4 1.1233 1.1284 1.1541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1750 1.1608 0.0142 1.2% 0.0057 0.5% 42% False False 115
10 1.1750 1.1608 0.0142 1.2% 0.0030 0.3% 42% False False 66
20 1.1750 1.1592 0.0158 1.4% 0.0028 0.2% 48% False False 73
40 1.1953 1.1592 0.0361 3.1% 0.0031 0.3% 21% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1787
2.618 1.1741
1.618 1.1713
1.000 1.1696
0.618 1.1685
HIGH 1.1668
0.618 1.1657
0.500 1.1654
0.382 1.1650
LOW 1.1640
0.618 1.1622
1.000 1.1612
1.618 1.1594
2.618 1.1566
4.250 1.1521
Fisher Pivots for day following 01-Nov-2021
Pivot 1 day 3 day
R1 1.1663 1.1679
PP 1.1658 1.1675
S1 1.1654 1.1671

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

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