CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 1.1388 1.1411 0.0024 0.2% 1.1508
High 1.1428 1.1413 -0.0015 -0.1% 1.1508
Low 1.1387 1.1306 -0.0081 -0.7% 1.1306
Close 1.1428 1.1346 -0.0082 -0.7% 1.1346
Range 0.0041 0.0107 0.0066 161.0% 0.0202
ATR 0.0051 0.0056 0.0005 9.9% 0.0000
Volume 99 137 38 38.4% 849
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1676 1.1618 1.1405
R3 1.1569 1.1511 1.1375
R2 1.1462 1.1462 1.1366
R1 1.1404 1.1404 1.1356 1.1380
PP 1.1355 1.1355 1.1355 1.1343
S1 1.1297 1.1297 1.1336 1.1273
S2 1.1248 1.1248 1.1326
S3 1.1141 1.1190 1.1317
S4 1.1034 1.1083 1.1287
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1991 1.1870 1.1457
R3 1.1790 1.1669 1.1401
R2 1.1588 1.1588 1.1383
R1 1.1467 1.1467 1.1364 1.1427
PP 1.1387 1.1387 1.1387 1.1366
S1 1.1266 1.1266 1.1328 1.1225
S2 1.1185 1.1185 1.1309
S3 1.0984 1.1064 1.1291
S4 1.0782 1.0863 1.1235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1508 1.1306 0.0202 1.8% 0.0071 0.6% 20% False True 169
10 1.1661 1.1306 0.0355 3.1% 0.0057 0.5% 11% False True 127
20 1.1750 1.1306 0.0444 3.9% 0.0049 0.4% 9% False True 105
40 1.1782 1.1306 0.0476 4.2% 0.0037 0.3% 8% False True 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1.1868
2.618 1.1693
1.618 1.1586
1.000 1.1520
0.618 1.1479
HIGH 1.1413
0.618 1.1372
0.500 1.1360
0.382 1.1347
LOW 1.1306
0.618 1.1240
1.000 1.1199
1.618 1.1133
2.618 1.1026
4.250 1.0851
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 1.1360 1.1367
PP 1.1355 1.1360
S1 1.1351 1.1353

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

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