CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	1.1630	1.1529	-0.0102	-0.9%	1.1640
High	1.1635	1.1541	-0.0094	-0.8%	1.1671
Low	1.1536	1.1504	-0.0033	-0.3%	1.1580
Close	1.1543	1.1504	-0.0040	-0.3%	1.1609
Range	0.0099	0.0038	-0.0062	-62.1%	0.0092
ATR	0.0049	0.0048	-0.0001	-1.4%	0.0000
Volume	133	167	34	25.6%	347

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1629	1.1604	1.1524
R3	1.1591	1.1566	1.1514
R2	1.1554	1.1554	1.1510
R1	1.1529	1.1529	1.1507	1.1522
PP	1.1516	1.1516	1.1516	1.1513
S1	1.1491	1.1491	1.1500	1.1485
S2	1.1479	1.1479	1.1497
S3	1.1441	1.1454	1.1493
S4	1.1404	1.1416	1.1483

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1894	1.1843	1.1659
R3	1.1803	1.1751	1.1634
R2	1.1711	1.1711	1.1625
R1	1.1660	1.1660	1.1617	1.1640
PP	1.1620	1.1620	1.1620	1.1610
S1	1.1568	1.1568	1.1600	1.1548
S2	1.1528	1.1528	1.1592
S3	1.1437	1.1477	1.1583
S4	1.1345	1.1385	1.1558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1661	1.1504	0.0158	1.4%	0.0048	0.4%	0%	False	True	95
10	1.1714	1.1504	0.0211	1.8%	0.0045	0.4%	0%	False	True	73
20	1.1750	1.1504	0.0247	2.1%	0.0033	0.3%	0%	False	True	77
40	1.1853	1.1504	0.0350	3.0%	0.0033	0.3%	0%	False	True	55

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	1.1700
2.618	1.1639
1.618	1.1602
1.000	1.1579
0.618	1.1564
HIGH	1.1541
0.618	1.1527
0.500	1.1522
0.382	1.1518
LOW	1.1504
0.618	1.1480
1.000	1.1466
1.618	1.1443
2.618	1.1405
4.250	1.1344

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	1.1522	1.1582
PP	1.1516	1.1556
S1	1.1510	1.1530

Download as Excel Spreadsheet

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

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