CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	1.1672	1.1712	0.0040	0.3%	1.1675
High	1.1750	1.1714	-0.0036	-0.3%	1.1750
Low	1.1649	1.1608	-0.0041	-0.3%	1.1608
Close	1.1747	1.1620	-0.0128	-1.1%	1.1620
Range	0.0102	0.0106	0.0005	4.4%	0.0142
ATR	0.0037	0.0044	0.0007	20.0%	0.0000
Volume	158	32	-126	-79.7%	491

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1965	1.1898	1.1678
R3	1.1859	1.1792	1.1649
R2	1.1753	1.1753	1.1639
R1	1.1686	1.1686	1.1629	1.1667
PP	1.1647	1.1647	1.1647	1.1637
S1	1.1580	1.1580	1.1610	1.1561
S2	1.1541	1.1541	1.1600
S3	1.1435	1.1474	1.1590
S4	1.1329	1.1368	1.1561

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.2085	1.1994	1.1698
R3	1.1943	1.1852	1.1659
R2	1.1801	1.1801	1.1646
R1	1.1710	1.1710	1.1633	1.1685
PP	1.1659	1.1659	1.1659	1.1646
S1	1.1568	1.1568	1.1606	1.1543
S2	1.1517	1.1517	1.1593
S3	1.1375	1.1426	1.1580
S4	1.1233	1.1284	1.1541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1750	1.1608	0.0142	1.2%	0.0051	0.4%	8%	False	True	98
10	1.1750	1.1608	0.0142	1.2%	0.0031	0.3%	8%	False	True	56
20	1.1750	1.1592	0.0158	1.4%	0.0028	0.2%	17%	False	False	67
40	1.1975	1.1592	0.0383	3.3%	0.0031	0.3%	7%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.2165
2.618	1.1992
1.618	1.1886
1.000	1.1820
0.618	1.1780
HIGH	1.1714
0.618	1.1674
0.500	1.1661
0.382	1.1648
LOW	1.1608
0.618	1.1542
1.000	1.1502
1.618	1.1436
2.618	1.1330
4.250	1.1158

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	1.1661	1.1679
PP	1.1647	1.1659
S1	1.1633	1.1639

Download as Excel Spreadsheet

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

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