CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	1.1625	1.1657	0.0032	0.3%	1.1640
High	1.1650	1.1661	0.0011	0.1%	1.1671
Low	1.1625	1.1632	0.0007	0.1%	1.1580
Close	1.1648	1.1653	0.0005	0.0%	1.1609
Range	0.0025	0.0030	0.0005	18.0%	0.0092
ATR	0.0045	0.0044	-0.0001	-2.4%	0.0000
Volume	25	28	3	12.0%	347

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1737	1.1725	1.1669
R3	1.1708	1.1695	1.1661
R2	1.1678	1.1678	1.1658
R1	1.1666	1.1666	1.1656	1.1657
PP	1.1649	1.1649	1.1649	1.1644
S1	1.1636	1.1636	1.1650	1.1628
S2	1.1619	1.1619	1.1648
S3	1.1590	1.1607	1.1645
S4	1.1560	1.1577	1.1637

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%	0.0032	0.3%	80%	False	False	53
10	1.1750	1.1580	0.0171	1.5%	0.0045	0.4%	43%	False	False	83
20	1.1750	1.1580	0.0171	1.5%	0.0031	0.3%	43%	False	False	81
40	1.1893	1.1580	0.0314	2.7%	0.0031	0.3%	23%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1786
2.618	1.1738
1.618	1.1709
1.000	1.1691
0.618	1.1679
HIGH	1.1661
0.618	1.1650
0.500	1.1646
0.382	1.1643
LOW	1.1632
0.618	1.1613
1.000	1.1602
1.618	1.1584
2.618	1.1554
4.250	1.1506

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	1.1651	1.1642
PP	1.1649	1.1631
S1	1.1646	1.1620

Download as Excel Spreadsheet

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

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