CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 1.1411 1.1344 -0.0068 -0.6% 1.1508
High 1.1413 1.1344 -0.0070 -0.6% 1.1508
Low 1.1306 1.1291 -0.0015 -0.1% 1.1306
Close 1.1346 1.1291 -0.0055 -0.5% 1.1346
Range 0.0107 0.0053 -0.0055 -50.9% 0.0202
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 137 82 -55 -40.1% 849
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1466 1.1431 1.1320
R3 1.1414 1.1379 1.1305
R2 1.1361 1.1361 1.1301
R1 1.1326 1.1326 1.1296 1.1317
PP 1.1309 1.1309 1.1309 1.1304
S1 1.1274 1.1274 1.1286 1.1265
S2 1.1256 1.1256 1.1281
S3 1.1204 1.1221 1.1277
S4 1.1151 1.1169 1.1262
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 1.1442 1.1291 0.0151 1.3% 0.0063 0.6% 0% False True 170
10 1.1661 1.1291 0.0370 3.3% 0.0060 0.5% 0% False True 133
20 1.1750 1.1291 0.0459 4.1% 0.0052 0.5% 0% False True 107
40 1.1757 1.1291 0.0466 4.1% 0.0038 0.3% 0% False True 80
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1567
2.618 1.1481
1.618 1.1428
1.000 1.1396
0.618 1.1376
HIGH 1.1344
0.618 1.1323
0.500 1.1317
0.382 1.1311
LOW 1.1291
0.618 1.1259
1.000 1.1239
1.618 1.1206
2.618 1.1154
4.250 1.1068
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 1.1317 1.1360
PP 1.1309 1.1337
S1 1.1300 1.1314

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

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