CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 1.1626 1.1618 -0.0008 -0.1% 1.1675
High 1.1671 1.1618 -0.0053 -0.5% 1.1750
Low 1.1626 1.1606 -0.0020 -0.2% 1.1608
Close 1.1671 1.1612 -0.0059 -0.5% 1.1620
Range 0.0045 0.0012 -0.0033 -73.3% 0.0142
ATR 0.0043 0.0045 0.0002 3.7% 0.0000
Volume 25 61 36 144.0% 491
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1648 1.1642 1.1619
R3 1.1636 1.1630 1.1615
R2 1.1624 1.1624 1.1614
R1 1.1618 1.1618 1.1613 1.1615
PP 1.1612 1.1612 1.1612 1.1611
S1 1.1606 1.1606 1.1611 1.1603
S2 1.1600 1.1600 1.1610
S3 1.1588 1.1594 1.1609
S4 1.1576 1.1582 1.1605
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 1.1714 1.1606 0.0108 0.9% 0.0042 0.4% 6% False True 50
10 1.1750 1.1606 0.0144 1.2% 0.0036 0.3% 4% False True 71
20 1.1750 1.1592 0.0158 1.4% 0.0028 0.2% 13% False False 73
40 1.1918 1.1592 0.0326 2.8% 0.0031 0.3% 6% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1669
2.618 1.1649
1.618 1.1637
1.000 1.1630
0.618 1.1625
HIGH 1.1618
0.618 1.1613
0.500 1.1612
0.382 1.1611
LOW 1.1606
0.618 1.1599
1.000 1.1594
1.618 1.1587
2.618 1.1575
4.250 1.1555
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 1.1612 1.1639
PP 1.1612 1.1630
S1 1.1612 1.1621

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

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