CME Euro FX (E) Future June 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	1.1626	1.1618	-0.0008	-0.1%	1.1675
High	1.1671	1.1618	-0.0053	-0.5%	1.1750
Low	1.1626	1.1606	-0.0020	-0.2%	1.1608
Close	1.1671	1.1612	-0.0059	-0.5%	1.1620
Range	0.0045	0.0012	-0.0033	-73.3%	0.0142
ATR	0.0043	0.0045	0.0002	3.7%	0.0000
Volume	25	61	36	144.0%	491

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1648	1.1642	1.1619
R3	1.1636	1.1630	1.1615
R2	1.1624	1.1624	1.1614
R1	1.1618	1.1618	1.1613	1.1615
PP	1.1612	1.1612	1.1612	1.1611
S1	1.1606	1.1606	1.1611	1.1603
S2	1.1600	1.1600	1.1610
S3	1.1588	1.1594	1.1609
S4	1.1576	1.1582	1.1605

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	1.1714	1.1606	0.0108	0.9%	0.0042	0.4%	6%	False	True	50
10	1.1750	1.1606	0.0144	1.2%	0.0036	0.3%	4%	False	True	71
20	1.1750	1.1592	0.0158	1.4%	0.0028	0.2%	13%	False	False	73
40	1.1918	1.1592	0.0326	2.8%	0.0031	0.3%	6%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.0005
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1669
2.618	1.1649
1.618	1.1637
1.000	1.1630
0.618	1.1625
HIGH	1.1618
0.618	1.1613
0.500	1.1612
0.382	1.1611
LOW	1.1606
0.618	1.1599
1.000	1.1594
1.618	1.1587
2.618	1.1575
4.250	1.1555

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	1.1612	1.1639
PP	1.1612	1.1630
S1	1.1612	1.1621

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

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