CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 1.1657 1.1630 -0.0027 -0.2% 1.1640
High 1.1661 1.1635 -0.0026 -0.2% 1.1671
Low 1.1632 1.1536 -0.0096 -0.8% 1.1580
Close 1.1653 1.1543 -0.0110 -0.9% 1.1609
Range 0.0030 0.0099 0.0070 235.6% 0.0092
ATR 0.0044 0.0049 0.0005 12.0% 0.0000
Volume 28 133 105 375.0% 347
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1868 1.1805 1.1597
R3 1.1769 1.1706 1.1570
R2 1.1670 1.1670 1.1561
R1 1.1607 1.1607 1.1552 1.1589
PP 1.1571 1.1571 1.1571 1.1563
S1 1.1508 1.1508 1.1534 1.1490
S2 1.1472 1.1472 1.1525
S3 1.1373 1.1409 1.1516
S4 1.1274 1.1310 1.1489
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 1.1661 1.1536 0.0125 1.1% 0.0043 0.4% 6% False True 74
10 1.1750 1.1536 0.0214 1.9% 0.0051 0.4% 3% False True 72
20 1.1750 1.1536 0.0214 1.9% 0.0033 0.3% 3% False True 81
40 1.1880 1.1536 0.0344 3.0% 0.0033 0.3% 2% False True 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2056
2.618 1.1894
1.618 1.1795
1.000 1.1734
0.618 1.1696
HIGH 1.1635
0.618 1.1597
0.500 1.1586
0.382 1.1574
LOW 1.1536
0.618 1.1475
1.000 1.1437
1.618 1.1376
2.618 1.1277
4.250 1.1115
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 1.1586 1.1599
PP 1.1571 1.1580
S1 1.1557 1.1562

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

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