CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 1.1630 1.1529 -0.0102 -0.9% 1.1640
High 1.1635 1.1541 -0.0094 -0.8% 1.1671
Low 1.1536 1.1504 -0.0033 -0.3% 1.1580
Close 1.1543 1.1504 -0.0040 -0.3% 1.1609
Range 0.0099 0.0038 -0.0062 -62.1% 0.0092
ATR 0.0049 0.0048 -0.0001 -1.4% 0.0000
Volume 133 167 34 25.6% 347
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1629 1.1604 1.1524
R3 1.1591 1.1566 1.1514
R2 1.1554 1.1554 1.1510
R1 1.1529 1.1529 1.1507 1.1522
PP 1.1516 1.1516 1.1516 1.1513
S1 1.1491 1.1491 1.1500 1.1485
S2 1.1479 1.1479 1.1497
S3 1.1441 1.1454 1.1493
S4 1.1404 1.1416 1.1483
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 1.1504 0.0158 1.4% 0.0048 0.4% 0% False True 95
10 1.1714 1.1504 0.0211 1.8% 0.0045 0.4% 0% False True 73
20 1.1750 1.1504 0.0247 2.1% 0.0033 0.3% 0% False True 77
40 1.1853 1.1504 0.0350 3.0% 0.0033 0.3% 0% False True 55
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1700
2.618 1.1639
1.618 1.1602
1.000 1.1579
0.618 1.1564
HIGH 1.1541
0.618 1.1527
0.500 1.1522
0.382 1.1518
LOW 1.1504
0.618 1.1480
1.000 1.1466
1.618 1.1443
2.618 1.1405
4.250 1.1344
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 1.1522 1.1582
PP 1.1516 1.1556
S1 1.1510 1.1530

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

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