CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 1.1380 1.1388 0.0008 0.1% 1.1625
High 1.1380 1.1428 0.0049 0.4% 1.1661
Low 1.1330 1.1387 0.0057 0.5% 1.1493
Close 1.1373 1.1428 0.0056 0.5% 1.1503
Range 0.0050 0.0041 -0.0009 -17.2% 0.0168
ATR 0.0051 0.0051 0.0000 0.7% 0.0000
Volume 213 99 -114 -53.5% 429
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1537 1.1524 1.1451
R3 1.1496 1.1483 1.1439
R2 1.1455 1.1455 1.1436
R1 1.1442 1.1442 1.1432 1.1449
PP 1.1414 1.1414 1.1414 1.1418
S1 1.1401 1.1401 1.1424 1.1408
S2 1.1373 1.1373 1.1420
S3 1.1332 1.1360 1.1417
S4 1.1291 1.1319 1.1405
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 1.1519 1.1330 0.0189 1.6% 0.0054 0.5% 52% False False 157
10 1.1661 1.1330 0.0331 2.9% 0.0051 0.4% 30% False False 126
20 1.1750 1.1330 0.0420 3.7% 0.0044 0.4% 23% False False 98
40 1.1794 1.1330 0.0464 4.1% 0.0035 0.3% 21% False False 75
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1602
2.618 1.1535
1.618 1.1494
1.000 1.1469
0.618 1.1453
HIGH 1.1428
0.618 1.1412
0.500 1.1408
0.382 1.1403
LOW 1.1387
0.618 1.1362
1.000 1.1346
1.618 1.1321
2.618 1.1280
4.250 1.1213
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 1.1421 1.1414
PP 1.1414 1.1400
S1 1.1408 1.1386

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

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