CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 09-Nov-2021
Day Change Summary
Previous Current
08-Nov-2021 09-Nov-2021 Change Change % Previous Week
Open 1.1625 1.1657 0.0032 0.3% 1.1640
High 1.1650 1.1661 0.0011 0.1% 1.1671
Low 1.1625 1.1632 0.0007 0.1% 1.1580
Close 1.1648 1.1653 0.0005 0.0% 1.1609
Range 0.0025 0.0030 0.0005 18.0% 0.0092
ATR 0.0045 0.0044 -0.0001 -2.4% 0.0000
Volume 25 28 3 12.0% 347
Daily Pivots for day following 09-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1737 1.1725 1.1669
R3 1.1708 1.1695 1.1661
R2 1.1678 1.1678 1.1658
R1 1.1666 1.1666 1.1656 1.1657
PP 1.1649 1.1649 1.1649 1.1644
S1 1.1636 1.1636 1.1650 1.1628
S2 1.1619 1.1619 1.1648
S3 1.1590 1.1607 1.1645
S4 1.1560 1.1577 1.1637
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% 0.0032 0.3% 80% False False 53
10 1.1750 1.1580 0.0171 1.5% 0.0045 0.4% 43% False False 83
20 1.1750 1.1580 0.0171 1.5% 0.0031 0.3% 43% False False 81
40 1.1893 1.1580 0.0314 2.7% 0.0031 0.3% 23% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1786
2.618 1.1738
1.618 1.1709
1.000 1.1691
0.618 1.1679
HIGH 1.1661
0.618 1.1650
0.500 1.1646
0.382 1.1643
LOW 1.1632
0.618 1.1613
1.000 1.1602
1.618 1.1584
2.618 1.1554
4.250 1.1506
Fisher Pivots for day following 09-Nov-2021
Pivot 1 day 3 day
R1 1.1651 1.1642
PP 1.1649 1.1631
S1 1.1646 1.1620

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

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