CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	1.1661	1.1626	-0.0035	-0.3%	1.1675
High	1.1661	1.1671	0.0011	0.1%	1.1750
Low	1.1643	1.1626	-0.0017	-0.1%	1.1608
Close	1.1643	1.1671	0.0029	0.2%	1.1620
Range	0.0018	0.0045	0.0027	150.0%	0.0142
ATR	0.0043	0.0043	0.0000	0.4%	0.0000
Volume	5	25	20	400.0%	491

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1791	1.1776	1.1696
R3	1.1746	1.1731	1.1683
R2	1.1701	1.1701	1.1679
R1	1.1686	1.1686	1.1675	1.1694
PP	1.1656	1.1656	1.1656	1.1660
S1	1.1641	1.1641	1.1667	1.1649
S2	1.1611	1.1611	1.1663
S3	1.1566	1.1596	1.1659
S4	1.1521	1.1551	1.1646

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%	0.0060	0.5%	44%	False	False	70
10	1.1750	1.1608	0.0142	1.2%	0.0035	0.3%	44%	False	False	65
20	1.1750	1.1592	0.0158	1.4%	0.0028	0.2%	50%	False	False	71
40	1.1918	1.1592	0.0326	2.8%	0.0031	0.3%	24%	False	False	56

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

Fibonacci Retracements and Extensions
4.250	1.1862
2.618	1.1789
1.618	1.1744
1.000	1.1716
0.618	1.1699
HIGH	1.1671
0.618	1.1654
0.500	1.1649
0.382	1.1643
LOW	1.1626
0.618	1.1598
1.000	1.1581
1.618	1.1553
2.618	1.1508
4.250	1.1435

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	1.1664	1.1664
PP	1.1656	1.1656
S1	1.1649	1.1649

Download as Excel Spreadsheet

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

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