CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 1.1592 1.1625 0.0034 0.3% 1.1640
High 1.1630 1.1650 0.0020 0.2% 1.1671
Low 1.1580 1.1625 0.0046 0.4% 1.1580
Close 1.1609 1.1648 0.0040 0.3% 1.1609
Range 0.0051 0.0025 -0.0026 -50.5% 0.0092
ATR 0.0045 0.0045 0.0000 -0.5% 0.0000
Volume 126 25 -101 -80.2% 347
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1716 1.1707 1.1662
R3 1.1691 1.1682 1.1655
R2 1.1666 1.1666 1.1653
R1 1.1657 1.1657 1.1650 1.1662
PP 1.1641 1.1641 1.1641 1.1643
S1 1.1632 1.1632 1.1646 1.1637
S2 1.1616 1.1616 1.1643
S3 1.1591 1.1607 1.1641
S4 1.1566 1.1582 1.1634
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% 0.0030 0.3% 75% False False 48
10 1.1750 1.1580 0.0171 1.5% 0.0043 0.4% 40% False False 81
20 1.1750 1.1580 0.0171 1.5% 0.0030 0.3% 40% False False 81
40 1.1910 1.1580 0.0330 2.8% 0.0031 0.3% 21% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1756
2.618 1.1715
1.618 1.1690
1.000 1.1675
0.618 1.1665
HIGH 1.1650
0.618 1.1640
0.500 1.1638
0.382 1.1635
LOW 1.1625
0.618 1.1610
1.000 1.1600
1.618 1.1585
2.618 1.1560
4.250 1.1519
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 1.1645 1.1637
PP 1.1641 1.1626
S1 1.1638 1.1615

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

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