CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 1.1304 1.1270 -0.0034 -0.3% 1.1508
High 1.1327 1.1271 -0.0056 -0.5% 1.1508
Low 1.1301 1.1249 -0.0052 -0.5% 1.1306
Close 1.1310 1.1258 -0.0052 -0.5% 1.1346
Range 0.0026 0.0022 -0.0004 -15.4% 0.0202
ATR 0.0055 0.0055 0.0000 0.8% 0.0000
Volume 103 24 -79 -76.7% 849
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1325 1.1314 1.1270
R3 1.1303 1.1292 1.1264
R2 1.1281 1.1281 1.1262
R1 1.1270 1.1270 1.1260 1.1265
PP 1.1259 1.1259 1.1259 1.1257
S1 1.1248 1.1248 1.1256 1.1243
S2 1.1237 1.1237 1.1254
S3 1.1215 1.1226 1.1252
S4 1.1193 1.1204 1.1246
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 1.1249 0.0179 1.6% 0.0050 0.4% 5% False True 89
10 1.1541 1.1249 0.0292 2.6% 0.0052 0.5% 3% False True 130
20 1.1750 1.1249 0.0501 4.5% 0.0052 0.5% 2% False True 101
40 1.1750 1.1249 0.0501 4.5% 0.0036 0.3% 2% False True 80
60 1.1975 1.1249 0.0726 6.4% 0.0036 0.3% 1% False True 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1365
2.618 1.1329
1.618 1.1307
1.000 1.1293
0.618 1.1285
HIGH 1.1271
0.618 1.1263
0.500 1.1260
0.382 1.1257
LOW 1.1249
0.618 1.1235
1.000 1.1227
1.618 1.1213
2.618 1.1191
4.250 1.1156
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 1.1260 1.1296
PP 1.1259 1.1284
S1 1.1259 1.1271

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

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