CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 1.1640 1.1661 0.0021 0.2% 1.1675
High 1.1668 1.1661 -0.0007 -0.1% 1.1750
Low 1.1640 1.1643 0.0003 0.0% 1.1608
Close 1.1668 1.1643 -0.0025 -0.2% 1.1620
Range 0.0028 0.0018 -0.0010 -35.7% 0.0142
ATR 0.0044 0.0043 -0.0001 -3.1% 0.0000
Volume 130 5 -125 -96.2% 491
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1703 1.1691 1.1652
R3 1.1685 1.1673 1.1647
R2 1.1667 1.1667 1.1646
R1 1.1655 1.1655 1.1644 1.1652
PP 1.1649 1.1649 1.1649 1.1647
S1 1.1637 1.1637 1.1641 1.1634
S2 1.1631 1.1631 1.1639
S3 1.1613 1.1619 1.1638
S4 1.1595 1.1601 1.1633
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% 24% False False 114
10 1.1750 1.1608 0.0142 1.2% 0.0031 0.3% 24% False False 63
20 1.1750 1.1592 0.0158 1.4% 0.0028 0.2% 32% False False 72
40 1.1918 1.1592 0.0326 2.8% 0.0031 0.3% 15% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1737
2.618 1.1708
1.618 1.1690
1.000 1.1679
0.618 1.1672
HIGH 1.1661
0.618 1.1654
0.500 1.1652
0.382 1.1649
LOW 1.1643
0.618 1.1631
1.000 1.1625
1.618 1.1613
2.618 1.1595
4.250 1.1566
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 1.1652 1.1661
PP 1.1649 1.1655
S1 1.1646 1.1649

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

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