CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 1.1344 1.1304 -0.0040 -0.3% 1.1508
High 1.1344 1.1327 -0.0017 -0.1% 1.1508
Low 1.1291 1.1301 0.0010 0.1% 1.1306
Close 1.1291 1.1310 0.0019 0.2% 1.1346
Range 0.0053 0.0026 -0.0027 -50.5% 0.0202
ATR 0.0056 0.0055 -0.0001 -2.6% 0.0000
Volume 82 103 21 25.6% 849
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1391 1.1376 1.1324
R3 1.1365 1.1350 1.1317
R2 1.1339 1.1339 1.1314
R1 1.1324 1.1324 1.1312 1.1331
PP 1.1313 1.1313 1.1313 1.1316
S1 1.1298 1.1298 1.1307 1.1305
S2 1.1287 1.1287 1.1305
S3 1.1261 1.1272 1.1302
S4 1.1235 1.1246 1.1295
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 1.1428 1.1291 0.0137 1.2% 0.0055 0.5% 14% False False 126
10 1.1635 1.1291 0.0344 3.0% 0.0059 0.5% 5% False False 141
20 1.1750 1.1291 0.0459 4.1% 0.0052 0.5% 4% False False 112
40 1.1750 1.1291 0.0459 4.1% 0.0038 0.3% 4% False False 81
60 1.1975 1.1291 0.0684 6.0% 0.0037 0.3% 3% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1438
2.618 1.1395
1.618 1.1369
1.000 1.1353
0.618 1.1343
HIGH 1.1327
0.618 1.1317
0.500 1.1314
0.382 1.1311
LOW 1.1301
0.618 1.1285
1.000 1.1275
1.618 1.1259
2.618 1.1233
4.250 1.1191
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 1.1314 1.1352
PP 1.1313 1.1338
S1 1.1311 1.1324

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

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