CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	1.1592	1.1625	0.0034	0.3%	1.1640
High	1.1630	1.1650	0.0020	0.2%	1.1671
Low	1.1580	1.1625	0.0046	0.4%	1.1580
Close	1.1609	1.1648	0.0040	0.3%	1.1609
Range	0.0051	0.0025	-0.0026	-50.5%	0.0092
ATR	0.0045	0.0045	0.0000	-0.5%	0.0000
Volume	126	25	-101	-80.2%	347

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1716	1.1707	1.1662
R3	1.1691	1.1682	1.1655
R2	1.1666	1.1666	1.1653
R1	1.1657	1.1657	1.1650	1.1662
PP	1.1641	1.1641	1.1641	1.1643
S1	1.1632	1.1632	1.1646	1.1637
S2	1.1616	1.1616	1.1643
S3	1.1591	1.1607	1.1641
S4	1.1566	1.1582	1.1634

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%	0.0030	0.3%	75%	False	False	48
10	1.1750	1.1580	0.0171	1.5%	0.0043	0.4%	40%	False	False	81
20	1.1750	1.1580	0.0171	1.5%	0.0030	0.3%	40%	False	False	81
40	1.1910	1.1580	0.0330	2.8%	0.0031	0.3%	21%	False	False	49

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1756
2.618	1.1715
1.618	1.1690
1.000	1.1675
0.618	1.1665
HIGH	1.1650
0.618	1.1640
0.500	1.1638
0.382	1.1635
LOW	1.1625
0.618	1.1610
1.000	1.1600
1.618	1.1585
2.618	1.1560
4.250	1.1519

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	1.1645	1.1637
PP	1.1641	1.1626
S1	1.1638	1.1615

Download as Excel Spreadsheet

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

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