CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 1.1240 1.1253 0.0013 0.1% 1.1450
High 1.1279 1.1259 -0.0020 -0.2% 1.1470
Low 1.1230 1.1190 -0.0040 -0.4% 1.1254
Close 1.1254 1.1202 -0.0052 -0.5% 1.1294
Range 0.0049 0.0069 0.0021 42.3% 0.0216
ATR 0.0066 0.0066 0.0000 0.3% 0.0000
Volume 179,263 205,974 26,711 14.9% 975,496
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1424 1.1382 1.1240
R3 1.1355 1.1313 1.1221
R2 1.1286 1.1286 1.1215
R1 1.1244 1.1244 1.1208 1.1231
PP 1.1217 1.1217 1.1217 1.1210
S1 1.1175 1.1175 1.1196 1.1162
S2 1.1148 1.1148 1.1189
S3 1.1079 1.1106 1.1183
S4 1.1010 1.1037 1.1164
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1986 1.1855 1.1412
R3 1.1770 1.1640 1.1353
R2 1.1555 1.1555 1.1333
R1 1.1424 1.1424 1.1313 1.1382
PP 1.1339 1.1339 1.1339 1.1318
S1 1.1209 1.1209 1.1274 1.1166
S2 1.1124 1.1124 1.1254
S3 1.0908 1.0993 1.1234
S4 1.0693 1.0778 1.1175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1379 1.1190 0.0189 1.7% 0.0072 0.6% 6% False True 202,012
10 1.1494 1.1190 0.0304 2.7% 0.0069 0.6% 4% False True 183,940
20 1.1703 1.1190 0.0513 4.6% 0.0073 0.7% 2% False True 184,649
40 1.1703 1.1190 0.0513 4.6% 0.0060 0.5% 2% False True 167,817
60 1.1932 1.1190 0.0742 6.6% 0.0057 0.5% 2% False True 163,674
80 1.1932 1.1190 0.0742 6.6% 0.0055 0.5% 2% False True 123,226
100 1.1940 1.1190 0.0750 6.7% 0.0055 0.5% 2% False True 98,652
120 1.2262 1.1190 0.1072 9.6% 0.0056 0.5% 1% False True 82,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1440
1.618 1.1371
1.000 1.1328
0.618 1.1302
HIGH 1.1259
0.618 1.1233
0.500 1.1225
0.382 1.1216
LOW 1.1190
0.618 1.1147
1.000 1.1121
1.618 1.1078
2.618 1.1009
4.250 1.0897
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 1.1225 1.1242
PP 1.1217 1.1229
S1 1.1210 1.1215

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.