CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	1.1640	1.1661	0.0021	0.2%	1.1675
High	1.1668	1.1661	-0.0007	-0.1%	1.1750
Low	1.1640	1.1643	0.0003	0.0%	1.1608
Close	1.1668	1.1643	-0.0025	-0.2%	1.1620
Range	0.0028	0.0018	-0.0010	-35.7%	0.0142
ATR	0.0044	0.0043	-0.0001	-3.1%	0.0000
Volume	130	5	-125	-96.2%	491

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1703	1.1691	1.1652
R3	1.1685	1.1673	1.1647
R2	1.1667	1.1667	1.1646
R1	1.1655	1.1655	1.1644	1.1652
PP	1.1649	1.1649	1.1649	1.1647
S1	1.1637	1.1637	1.1641	1.1634
S2	1.1631	1.1631	1.1639
S3	1.1613	1.1619	1.1638
S4	1.1595	1.1601	1.1633

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%	24%	False	False	114
10	1.1750	1.1608	0.0142	1.2%	0.0031	0.3%	24%	False	False	63
20	1.1750	1.1592	0.0158	1.4%	0.0028	0.2%	32%	False	False	72
40	1.1918	1.1592	0.0326	2.8%	0.0031	0.3%	15%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1737
2.618	1.1708
1.618	1.1690
1.000	1.1679
0.618	1.1672
HIGH	1.1661
0.618	1.1654
0.500	1.1652
0.382	1.1649
LOW	1.1643
0.618	1.1631
1.000	1.1625
1.618	1.1613
2.618	1.1595
4.250	1.1566

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	1.1652	1.1661
PP	1.1649	1.1655
S1	1.1646	1.1649

Download as Excel Spreadsheet

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

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