CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 1.1618 1.1592 -0.0027 -0.2% 1.1640
High 1.1618 1.1630 0.0012 0.1% 1.1671
Low 1.1606 1.1580 -0.0027 -0.2% 1.1580
Close 1.1612 1.1609 -0.0004 0.0% 1.1609
Range 0.0012 0.0051 0.0039 320.8% 0.0092
ATR 0.0045 0.0045 0.0000 1.0% 0.0000
Volume 61 126 65 106.6% 347
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1758 1.1734 1.1636
R3 1.1707 1.1683 1.1622
R2 1.1657 1.1657 1.1618
R1 1.1633 1.1633 1.1613 1.1645
PP 1.1606 1.1606 1.1606 1.1612
S1 1.1582 1.1582 1.1604 1.1594
S2 1.1556 1.1556 1.1599
S3 1.1505 1.1532 1.1595
S4 1.1455 1.1481 1.1581
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1894 1.1843 1.1659
R3 1.1803 1.1751 1.1634
R2 1.1711 1.1711 1.1625
R1 1.1660 1.1660 1.1617 1.1640
PP 1.1620 1.1620 1.1620 1.1610
S1 1.1568 1.1568 1.1600 1.1548
S2 1.1528 1.1528 1.1592
S3 1.1437 1.1477 1.1583
S4 1.1345 1.1385 1.1558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1671 1.1580 0.0092 0.8% 0.0031 0.3% 32% False True 69
10 1.1750 1.1580 0.0171 1.5% 0.0041 0.4% 17% False True 83
20 1.1750 1.1580 0.0171 1.5% 0.0030 0.3% 17% False True 80
40 1.1910 1.1580 0.0330 2.8% 0.0031 0.3% 9% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1845
2.618 1.1762
1.618 1.1712
1.000 1.1681
0.618 1.1661
HIGH 1.1630
0.618 1.1611
0.500 1.1605
0.382 1.1599
LOW 1.1580
0.618 1.1548
1.000 1.1529
1.618 1.1498
2.618 1.1447
4.250 1.1365
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 1.1607 1.1625
PP 1.1606 1.1620
S1 1.1605 1.1614

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

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