CME Euro FX (E) Future June 2022

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	1.1411	1.1344	-0.0068	-0.6%	1.1508
High	1.1413	1.1344	-0.0070	-0.6%	1.1508
Low	1.1306	1.1291	-0.0015	-0.1%	1.1306
Close	1.1346	1.1291	-0.0055	-0.5%	1.1346
Range	0.0107	0.0053	-0.0055	-50.9%	0.0202
ATR	0.0056	0.0056	0.0000	-0.2%	0.0000
Volume	137	82	-55	-40.1%	849

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1466	1.1431	1.1320
R3	1.1414	1.1379	1.1305
R2	1.1361	1.1361	1.1301
R1	1.1326	1.1326	1.1296	1.1317
PP	1.1309	1.1309	1.1309	1.1304
S1	1.1274	1.1274	1.1286	1.1265
S2	1.1256	1.1256	1.1281
S3	1.1204	1.1221	1.1277
S4	1.1151	1.1169	1.1262

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	1.1442	1.1291	0.0151	1.3%	0.0063	0.6%	0%	False	True	170
10	1.1661	1.1291	0.0370	3.3%	0.0060	0.5%	0%	False	True	133
20	1.1750	1.1291	0.0459	4.1%	0.0052	0.5%	0%	False	True	107
40	1.1757	1.1291	0.0466	4.1%	0.0038	0.3%	0%	False	True	80

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1567
2.618	1.1481
1.618	1.1428
1.000	1.1396
0.618	1.1376
HIGH	1.1344
0.618	1.1323
0.500	1.1317
0.382	1.1311
LOW	1.1291
0.618	1.1259
1.000	1.1239
1.618	1.1206
2.618	1.1154
4.250	1.1068

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	1.1317	1.1360
PP	1.1309	1.1337
S1	1.1300	1.1314

Download as Excel Spreadsheet

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

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