CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 1.1500 1.1508 0.0008 0.1% 1.1625
High 1.1519 1.1508 -0.0011 -0.1% 1.1661
Low 1.1493 1.1419 -0.0075 -0.6% 1.1493
Close 1.1503 1.1444 -0.0059 -0.5% 1.1503
Range 0.0026 0.0089 0.0064 249.0% 0.0168
ATR 0.0047 0.0050 0.0003 6.5% 0.0000
Volume 76 80 4 5.3% 429
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1724 1.1673 1.1492
R3 1.1635 1.1584 1.1468
R2 1.1546 1.1546 1.1460
R1 1.1495 1.1495 1.1452 1.1476
PP 1.1457 1.1457 1.1457 1.1447
S1 1.1406 1.1406 1.1435 1.1387
S2 1.1368 1.1368 1.1427
S3 1.1279 1.1317 1.1419
S4 1.1190 1.1228 1.1395
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2056 1.1947 1.1595
R3 1.1888 1.1779 1.1549
R2 1.1720 1.1720 1.1533
R1 1.1611 1.1611 1.1518 1.1582
PP 1.1552 1.1552 1.1552 1.1537
S1 1.1443 1.1443 1.1487 1.1414
S2 1.1384 1.1384 1.1472
S3 1.1216 1.1275 1.1456
S4 1.1048 1.1107 1.1410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1661 1.1419 0.0243 2.1% 0.0056 0.5% 10% False True 96
10 1.1671 1.1419 0.0253 2.2% 0.0043 0.4% 10% False True 72
20 1.1750 1.1419 0.0332 2.9% 0.0036 0.3% 8% False True 69
40 1.1818 1.1419 0.0400 3.5% 0.0034 0.3% 6% False True 59
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1886
2.618 1.1741
1.618 1.1652
1.000 1.1597
0.618 1.1563
HIGH 1.1508
0.618 1.1474
0.500 1.1463
0.382 1.1452
LOW 1.1419
0.618 1.1363
1.000 1.1330
1.618 1.1274
2.618 1.1185
4.250 1.1040
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 1.1463 1.1480
PP 1.1457 1.1468
S1 1.1450 1.1456

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

View Archives - Comment on this page... - Back to Index of Symbols