CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 1.1619 1.1652 0.0033 0.3% 1.1681
High 1.1652 1.1652 0.0000 0.0% 1.1732
Low 1.1600 1.1564 -0.0036 -0.3% 1.1574
Close 1.1648 1.1589 -0.0059 -0.5% 1.1596
Range 0.0052 0.0088 0.0036 69.2% 0.0158
ATR 0.0056 0.0058 0.0002 4.1% 0.0000
Volume 1,256 1,281 25 2.0% 4,609
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1865 1.1815 1.1637
R3 1.1777 1.1727 1.1613
R2 1.1689 1.1689 1.1605
R1 1.1639 1.1639 1.1597 1.1620
PP 1.1601 1.1601 1.1601 1.1592
S1 1.1551 1.1551 1.1580 1.1532
S2 1.1513 1.1513 1.1572
S3 1.1425 1.1463 1.1564
S4 1.1337 1.1375 1.1540
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2106 1.2008 1.1682
R3 1.1949 1.1851 1.1639
R2 1.1791 1.1791 1.1624
R1 1.1693 1.1693 1.1610 1.1664
PP 1.1634 1.1634 1.1634 1.1619
S1 1.1536 1.1536 1.1581 1.1506
S2 1.1476 1.1476 1.1567
S3 1.1319 1.1378 1.1552
S4 1.1161 1.1221 1.1509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1722 1.1564 0.0158 1.4% 0.0077 0.7% 16% False True 1,006
10 1.1732 1.1564 0.0168 1.4% 0.0068 0.6% 15% False True 854
20 1.1732 1.1564 0.0168 1.4% 0.0055 0.5% 15% False True 683
40 1.1897 1.1564 0.0334 2.9% 0.0052 0.4% 7% False True 566
60 1.1956 1.1564 0.0393 3.4% 0.0049 0.4% 6% False True 445
80 1.1965 1.1564 0.0401 3.5% 0.0048 0.4% 6% False True 342
100 1.2197 1.1564 0.0634 5.5% 0.0052 0.4% 4% False True 277
120 1.2334 1.1564 0.0771 6.6% 0.0051 0.4% 3% False True 309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2026
2.618 1.1882
1.618 1.1794
1.000 1.1740
0.618 1.1706
HIGH 1.1652
0.618 1.1618
0.500 1.1608
0.382 1.1597
LOW 1.1564
0.618 1.1509
1.000 1.1476
1.618 1.1421
2.618 1.1333
4.250 1.1190
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 1.1608 1.1608
PP 1.1601 1.1601
S1 1.1595 1.1595

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

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