CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 1.1661 1.1626 -0.0035 -0.3% 1.1675
High 1.1661 1.1671 0.0011 0.1% 1.1750
Low 1.1643 1.1626 -0.0017 -0.1% 1.1608
Close 1.1643 1.1671 0.0029 0.2% 1.1620
Range 0.0018 0.0045 0.0027 150.0% 0.0142
ATR 0.0043 0.0043 0.0000 0.4% 0.0000
Volume 5 25 20 400.0% 491
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1791 1.1776 1.1696
R3 1.1746 1.1731 1.1683
R2 1.1701 1.1701 1.1679
R1 1.1686 1.1686 1.1675 1.1694
PP 1.1656 1.1656 1.1656 1.1660
S1 1.1641 1.1641 1.1667 1.1649
S2 1.1611 1.1611 1.1663
S3 1.1566 1.1596 1.1659
S4 1.1521 1.1551 1.1646
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% 0.0060 0.5% 44% False False 70
10 1.1750 1.1608 0.0142 1.2% 0.0035 0.3% 44% False False 65
20 1.1750 1.1592 0.0158 1.4% 0.0028 0.2% 50% False False 71
40 1.1918 1.1592 0.0326 2.8% 0.0031 0.3% 24% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1862
2.618 1.1789
1.618 1.1744
1.000 1.1716
0.618 1.1699
HIGH 1.1671
0.618 1.1654
0.500 1.1649
0.382 1.1643
LOW 1.1626
0.618 1.1598
1.000 1.1581
1.618 1.1553
2.618 1.1508
4.250 1.1435
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 1.1664 1.1664
PP 1.1656 1.1656
S1 1.1649 1.1649

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

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