CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	1.1618	1.1592	-0.0027	-0.2%	1.1640
High	1.1618	1.1630	0.0012	0.1%	1.1671
Low	1.1606	1.1580	-0.0027	-0.2%	1.1580
Close	1.1612	1.1609	-0.0004	0.0%	1.1609
Range	0.0012	0.0051	0.0039	320.8%	0.0092
ATR	0.0045	0.0045	0.0000	1.0%	0.0000
Volume	61	126	65	106.6%	347

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1758	1.1734	1.1636
R3	1.1707	1.1683	1.1622
R2	1.1657	1.1657	1.1618
R1	1.1633	1.1633	1.1613	1.1645
PP	1.1606	1.1606	1.1606	1.1612
S1	1.1582	1.1582	1.1604	1.1594
S2	1.1556	1.1556	1.1599
S3	1.1505	1.1532	1.1595
S4	1.1455	1.1481	1.1581

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1894	1.1843	1.1659
R3	1.1803	1.1751	1.1634
R2	1.1711	1.1711	1.1625
R1	1.1660	1.1660	1.1617	1.1640
PP	1.1620	1.1620	1.1620	1.1610
S1	1.1568	1.1568	1.1600	1.1548
S2	1.1528	1.1528	1.1592
S3	1.1437	1.1477	1.1583
S4	1.1345	1.1385	1.1558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1671	1.1580	0.0092	0.8%	0.0031	0.3%	32%	False	True	69
10	1.1750	1.1580	0.0171	1.5%	0.0041	0.4%	17%	False	True	83
20	1.1750	1.1580	0.0171	1.5%	0.0030	0.3%	17%	False	True	80
40	1.1910	1.1580	0.0330	2.8%	0.0031	0.3%	9%	False	True	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1845
2.618	1.1762
1.618	1.1712
1.000	1.1681
0.618	1.1661
HIGH	1.1630
0.618	1.1611
0.500	1.1605
0.382	1.1599
LOW	1.1580
0.618	1.1548
1.000	1.1529
1.618	1.1498
2.618	1.1447
4.250	1.1365

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	1.1607	1.1625
PP	1.1606	1.1620
S1	1.1605	1.1614

Download as Excel Spreadsheet

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

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