CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 1.1430 1.1380 -0.0051 -0.4% 1.1625
High 1.1442 1.1380 -0.0062 -0.5% 1.1661
Low 1.1375 1.1330 -0.0045 -0.4% 1.1493
Close 1.1375 1.1373 -0.0003 0.0% 1.1503
Range 0.0067 0.0050 -0.0017 -25.6% 0.0168
ATR 0.0051 0.0051 0.0000 -0.2% 0.0000
Volume 320 213 -107 -33.4% 429
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1509 1.1490 1.1400
R3 1.1460 1.1441 1.1386
R2 1.1410 1.1410 1.1382
R1 1.1391 1.1391 1.1377 1.1376
PP 1.1361 1.1361 1.1361 1.1353
S1 1.1342 1.1342 1.1368 1.1327
S2 1.1311 1.1311 1.1363
S3 1.1262 1.1292 1.1359
S4 1.1212 1.1243 1.1345
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 1.1541 1.1330 0.0211 1.9% 0.0054 0.5% 20% False True 171
10 1.1661 1.1330 0.0331 2.9% 0.0048 0.4% 13% False True 122
20 1.1750 1.1330 0.0420 3.7% 0.0042 0.4% 10% False True 94
40 1.1813 1.1330 0.0483 4.2% 0.0034 0.3% 9% False True 73
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1590
2.618 1.1509
1.618 1.1460
1.000 1.1429
0.618 1.1410
HIGH 1.1380
0.618 1.1361
0.500 1.1355
0.382 1.1349
LOW 1.1330
0.618 1.1299
1.000 1.1281
1.618 1.1250
2.618 1.1200
4.250 1.1120
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 1.1367 1.1419
PP 1.1361 1.1403
S1 1.1355 1.1388

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

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