CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	1.1712	1.1640	-0.0073	-0.6%	1.1675
High	1.1714	1.1668	-0.0047	-0.4%	1.1750
Low	1.1608	1.1640	0.0032	0.3%	1.1608
Close	1.1620	1.1668	0.0048	0.4%	1.1620
Range	0.0106	0.0028	-0.0078	-73.6%	0.0142
ATR	0.0044	0.0044	0.0000	0.7%	0.0000
Volume	32	130	98	306.3%	491

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1742	1.1733	1.1683
R3	1.1714	1.1705	1.1675
R2	1.1686	1.1686	1.1673
R1	1.1677	1.1677	1.1670	1.1682
PP	1.1658	1.1658	1.1658	1.1661
S1	1.1649	1.1649	1.1665	1.1654
S2	1.1630	1.1630	1.1662
S3	1.1602	1.1621	1.1660
S4	1.1574	1.1593	1.1652

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%	0.0057	0.5%	42%	False	False	115
10	1.1750	1.1608	0.0142	1.2%	0.0030	0.3%	42%	False	False	66
20	1.1750	1.1592	0.0158	1.4%	0.0028	0.2%	48%	False	False	73
40	1.1953	1.1592	0.0361	3.1%	0.0031	0.3%	21%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1787
2.618	1.1741
1.618	1.1713
1.000	1.1696
0.618	1.1685
HIGH	1.1668
0.618	1.1657
0.500	1.1654
0.382	1.1650
LOW	1.1640
0.618	1.1622
1.000	1.1612
1.618	1.1594
2.618	1.1566
4.250	1.1521

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	1.1663	1.1679
PP	1.1658	1.1675
S1	1.1654	1.1671

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols