CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 1.1508 1.1430 -0.0078 -0.7% 1.1625
High 1.1508 1.1442 -0.0066 -0.6% 1.1661
Low 1.1419 1.1375 -0.0044 -0.4% 1.1493
Close 1.1444 1.1375 -0.0069 -0.6% 1.1503
Range 0.0089 0.0067 -0.0023 -25.3% 0.0168
ATR 0.0050 0.0051 0.0001 2.7% 0.0000
Volume 80 320 240 300.0% 429
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1597 1.1552 1.1412
R3 1.1530 1.1486 1.1393
R2 1.1464 1.1464 1.1387
R1 1.1419 1.1419 1.1381 1.1408
PP 1.1397 1.1397 1.1397 1.1392
S1 1.1353 1.1353 1.1369 1.1342
S2 1.1331 1.1331 1.1363
S3 1.1264 1.1286 1.1357
S4 1.1198 1.1220 1.1338
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 1.1635 1.1375 0.0260 2.3% 0.0064 0.6% 0% False True 155
10 1.1671 1.1375 0.0296 2.6% 0.0048 0.4% 0% False True 104
20 1.1750 1.1375 0.0375 3.3% 0.0040 0.3% 0% False True 84
40 1.1818 1.1375 0.0443 3.9% 0.0035 0.3% 0% False True 67
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1724
2.618 1.1616
1.618 1.1549
1.000 1.1508
0.618 1.1483
HIGH 1.1442
0.618 1.1416
0.500 1.1408
0.382 1.1400
LOW 1.1375
0.618 1.1334
1.000 1.1309
1.618 1.1267
2.618 1.1201
4.250 1.1092
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 1.1408 1.1447
PP 1.1397 1.1423
S1 1.1386 1.1399

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

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