CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 18-Nov-2021

Day Change Summary
	Previous	Current
	17-Nov-2021	18-Nov-2021	Change	Change %	Previous Week
Open	1.1380	1.1388	0.0008	0.1%	1.1625
High	1.1380	1.1428	0.0049	0.4%	1.1661
Low	1.1330	1.1387	0.0057	0.5%	1.1493
Close	1.1373	1.1428	0.0056	0.5%	1.1503
Range	0.0050	0.0041	-0.0009	-17.2%	0.0168
ATR	0.0051	0.0051	0.0000	0.7%	0.0000
Volume	213	99	-114	-53.5%	429

Daily Pivots for day following 18-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1537	1.1524	1.1451
R3	1.1496	1.1483	1.1439
R2	1.1455	1.1455	1.1436
R1	1.1442	1.1442	1.1432	1.1449
PP	1.1414	1.1414	1.1414	1.1418
S1	1.1401	1.1401	1.1424	1.1408
S2	1.1373	1.1373	1.1420
S3	1.1332	1.1360	1.1417
S4	1.1291	1.1319	1.1405

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	1.1519	1.1330	0.0189	1.6%	0.0054	0.5%	52%	False	False	157
10	1.1661	1.1330	0.0331	2.9%	0.0051	0.4%	30%	False	False	126
20	1.1750	1.1330	0.0420	3.7%	0.0044	0.4%	23%	False	False	98
40	1.1794	1.1330	0.0464	4.1%	0.0035	0.3%	21%	False	False	75

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1602
2.618	1.1535
1.618	1.1494
1.000	1.1469
0.618	1.1453
HIGH	1.1428
0.618	1.1412
0.500	1.1408
0.382	1.1403
LOW	1.1387
0.618	1.1362
1.000	1.1346
1.618	1.1321
2.618	1.1280
4.250	1.1213

Fisher Pivots for day following 18-Nov-2021
Pivot	1 day	3 day
R1	1.1421	1.1414
PP	1.1414	1.1400
S1	1.1408	1.1386

Download as Excel Spreadsheet

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

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