CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	1.1657	1.1630	-0.0027	-0.2%	1.1640
High	1.1661	1.1635	-0.0026	-0.2%	1.1671
Low	1.1632	1.1536	-0.0096	-0.8%	1.1580
Close	1.1653	1.1543	-0.0110	-0.9%	1.1609
Range	0.0030	0.0099	0.0070	235.6%	0.0092
ATR	0.0044	0.0049	0.0005	12.0%	0.0000
Volume	28	133	105	375.0%	347

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1868	1.1805	1.1597
R3	1.1769	1.1706	1.1570
R2	1.1670	1.1670	1.1561
R1	1.1607	1.1607	1.1552	1.1589
PP	1.1571	1.1571	1.1571	1.1563
S1	1.1508	1.1508	1.1534	1.1490
S2	1.1472	1.1472	1.1525
S3	1.1373	1.1409	1.1516
S4	1.1274	1.1310	1.1489

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	1.1661	1.1536	0.0125	1.1%	0.0043	0.4%	6%	False	True	74
10	1.1750	1.1536	0.0214	1.9%	0.0051	0.4%	3%	False	True	72
20	1.1750	1.1536	0.0214	1.9%	0.0033	0.3%	3%	False	True	81
40	1.1880	1.1536	0.0344	3.0%	0.0033	0.3%	2%	False	True	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	1.2056
2.618	1.1894
1.618	1.1795
1.000	1.1734
0.618	1.1696
HIGH	1.1635
0.618	1.1597
0.500	1.1586
0.382	1.1574
LOW	1.1536
0.618	1.1475
1.000	1.1437
1.618	1.1376
2.618	1.1277
4.250	1.1115

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	1.1586	1.1599
PP	1.1571	1.1580
S1	1.1557	1.1562

Download as Excel Spreadsheet

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

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