CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	1.1508	1.1430	-0.0078	-0.7%	1.1625
High	1.1508	1.1442	-0.0066	-0.6%	1.1661
Low	1.1419	1.1375	-0.0044	-0.4%	1.1493
Close	1.1444	1.1375	-0.0069	-0.6%	1.1503
Range	0.0089	0.0067	-0.0023	-25.3%	0.0168
ATR	0.0050	0.0051	0.0001	2.7%	0.0000
Volume	80	320	240	300.0%	429

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1597	1.1552	1.1412
R3	1.1530	1.1486	1.1393
R2	1.1464	1.1464	1.1387
R1	1.1419	1.1419	1.1381	1.1408
PP	1.1397	1.1397	1.1397	1.1392
S1	1.1353	1.1353	1.1369	1.1342
S2	1.1331	1.1331	1.1363
S3	1.1264	1.1286	1.1357
S4	1.1198	1.1220	1.1338

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	1.1635	1.1375	0.0260	2.3%	0.0064	0.6%	0%	False	True	155
10	1.1671	1.1375	0.0296	2.6%	0.0048	0.4%	0%	False	True	104
20	1.1750	1.1375	0.0375	3.3%	0.0040	0.3%	0%	False	True	84
40	1.1818	1.1375	0.0443	3.9%	0.0035	0.3%	0%	False	True	67

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1724
2.618	1.1616
1.618	1.1549
1.000	1.1508
0.618	1.1483
HIGH	1.1442
0.618	1.1416
0.500	1.1408
0.382	1.1400
LOW	1.1375
0.618	1.1334
1.000	1.1309
1.618	1.1267
2.618	1.1201
4.250	1.1092

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	1.1408	1.1447
PP	1.1397	1.1423
S1	1.1386	1.1399

Download as Excel Spreadsheet

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

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