CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	1.1388	1.1411	0.0024	0.2%	1.1508
High	1.1428	1.1413	-0.0015	-0.1%	1.1508
Low	1.1387	1.1306	-0.0081	-0.7%	1.1306
Close	1.1428	1.1346	-0.0082	-0.7%	1.1346
Range	0.0041	0.0107	0.0066	161.0%	0.0202
ATR	0.0051	0.0056	0.0005	9.9%	0.0000
Volume	99	137	38	38.4%	849

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1676	1.1618	1.1405
R3	1.1569	1.1511	1.1375
R2	1.1462	1.1462	1.1366
R1	1.1404	1.1404	1.1356	1.1380
PP	1.1355	1.1355	1.1355	1.1343
S1	1.1297	1.1297	1.1336	1.1273
S2	1.1248	1.1248	1.1326
S3	1.1141	1.1190	1.1317
S4	1.1034	1.1083	1.1287

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1991	1.1870	1.1457
R3	1.1790	1.1669	1.1401
R2	1.1588	1.1588	1.1383
R1	1.1467	1.1467	1.1364	1.1427
PP	1.1387	1.1387	1.1387	1.1366
S1	1.1266	1.1266	1.1328	1.1225
S2	1.1185	1.1185	1.1309
S3	1.0984	1.1064	1.1291
S4	1.0782	1.0863	1.1235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1508	1.1306	0.0202	1.8%	0.0071	0.6%	20%	False	True	169
10	1.1661	1.1306	0.0355	3.1%	0.0057	0.5%	11%	False	True	127
20	1.1750	1.1306	0.0444	3.9%	0.0049	0.4%	9%	False	True	105
40	1.1782	1.1306	0.0476	4.2%	0.0037	0.3%	8%	False	True	78

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	0.0004
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1.1868
2.618	1.1693
1.618	1.1586
1.000	1.1520
0.618	1.1479
HIGH	1.1413
0.618	1.1372
0.500	1.1360
0.382	1.1347
LOW	1.1306
0.618	1.1240
1.000	1.1199
1.618	1.1133
2.618	1.1026
4.250	1.0851

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	1.1360	1.1367
PP	1.1355	1.1360
S1	1.1351	1.1353

Download as Excel Spreadsheet

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

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