CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 1.1485 1.1457 -0.0028 -0.2% 1.1573
High 1.1494 1.1469 -0.0026 -0.2% 1.1616
Low 1.1450 1.1439 -0.0011 -0.1% 1.1439
Close 1.1452 1.1450 -0.0002 0.0% 1.1450
Range 0.0045 0.0030 -0.0015 -33.7% 0.0177
ATR 0.0062 0.0059 -0.0002 -3.7% 0.0000
Volume 145,588 134,180 -11,408 -7.8% 773,958
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1541 1.1525 1.1466
R3 1.1512 1.1496 1.1458
R2 1.1482 1.1482 1.1455
R1 1.1466 1.1466 1.1453 1.1459
PP 1.1453 1.1453 1.1453 1.1449
S1 1.1437 1.1437 1.1447 1.1430
S2 1.1423 1.1423 1.1445
S3 1.1394 1.1407 1.1442
S4 1.1364 1.1378 1.1434
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2033 1.1918 1.1547
R3 1.1856 1.1741 1.1499
R2 1.1679 1.1679 1.1482
R1 1.1564 1.1564 1.1466 1.1533
PP 1.1502 1.1502 1.1502 1.1486
S1 1.1387 1.1387 1.1434 1.1356
S2 1.1325 1.1325 1.1418
S3 1.1148 1.1210 1.1401
S4 1.0971 1.1033 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1616 1.1439 0.0177 1.5% 0.0056 0.5% 6% False True 154,791
10 1.1625 1.1439 0.0186 1.6% 0.0059 0.5% 6% False True 156,493
20 1.1703 1.1439 0.0264 2.3% 0.0062 0.5% 4% False True 167,686
40 1.1775 1.1439 0.0336 2.9% 0.0056 0.5% 3% False True 160,591
60 1.1932 1.1439 0.0493 4.3% 0.0053 0.5% 2% False True 138,121
80 1.1940 1.1439 0.0501 4.4% 0.0052 0.5% 2% False True 103,770
100 1.2016 1.1439 0.0577 5.0% 0.0053 0.5% 2% False True 83,104
120 1.2310 1.1439 0.0871 7.6% 0.0056 0.5% 1% False True 69,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1594
2.618 1.1546
1.618 1.1516
1.000 1.1498
0.618 1.1487
HIGH 1.1469
0.618 1.1457
0.500 1.1454
0.382 1.1450
LOW 1.1439
0.618 1.1421
1.000 1.1410
1.618 1.1391
2.618 1.1362
4.250 1.1314
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 1.1454 1.1521
PP 1.1453 1.1497
S1 1.1451 1.1474

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

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