CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 1.1529 1.1500 -0.0029 -0.2% 1.1625
High 1.1541 1.1519 -0.0023 -0.2% 1.1661
Low 1.1504 1.1493 -0.0011 -0.1% 1.1493
Close 1.1504 1.1503 -0.0001 0.0% 1.1503
Range 0.0038 0.0026 -0.0012 -32.0% 0.0168
ATR 0.0048 0.0047 -0.0002 -3.4% 0.0000
Volume 167 76 -91 -54.5% 429
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1581 1.1567 1.1517
R3 1.1556 1.1542 1.1510
R2 1.1530 1.1530 1.1507
R1 1.1516 1.1516 1.1505 1.1523
PP 1.1505 1.1505 1.1505 1.1508
S1 1.1491 1.1491 1.1500 1.1498
S2 1.1479 1.1479 1.1498
S3 1.1454 1.1465 1.1495
S4 1.1428 1.1440 1.1488
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2056 1.1947 1.1595
R3 1.1888 1.1779 1.1549
R2 1.1720 1.1720 1.1533
R1 1.1611 1.1611 1.1518 1.1582
PP 1.1552 1.1552 1.1552 1.1537
S1 1.1443 1.1443 1.1487 1.1414
S2 1.1384 1.1384 1.1472
S3 1.1216 1.1275 1.1456
S4 1.1048 1.1107 1.1410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1661 1.1493 0.0168 1.5% 0.0043 0.4% 6% False True 85
10 1.1671 1.1493 0.0178 1.5% 0.0037 0.3% 5% False True 77
20 1.1750 1.1493 0.0257 2.2% 0.0034 0.3% 4% False True 66
40 1.1818 1.1493 0.0325 2.8% 0.0032 0.3% 3% False True 57
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1627
2.618 1.1585
1.618 1.1560
1.000 1.1544
0.618 1.1534
HIGH 1.1519
0.618 1.1509
0.500 1.1506
0.382 1.1503
LOW 1.1493
0.618 1.1477
1.000 1.1468
1.618 1.1452
2.618 1.1426
4.250 1.1385
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 1.1506 1.1564
PP 1.1505 1.1544
S1 1.1504 1.1523

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

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