CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 1.1386 1.1353 -0.0033 -0.3% 1.1344
High 1.1400 1.1381 -0.0019 -0.2% 1.1438
Low 1.1352 1.1322 -0.0031 -0.3% 1.1315
Close 1.1352 1.1365 0.0013 0.1% 1.1365
Range 0.0048 0.0060 0.0012 24.0% 0.0124
ATR 0.0061 0.0061 0.0000 -0.2% 0.0000
Volume 617 104 -513 -83.1% 1,231
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1534 1.1509 1.1398
R3 1.1475 1.1450 1.1381
R2 1.1415 1.1415 1.1376
R1 1.1390 1.1390 1.1370 1.1403
PP 1.1356 1.1356 1.1356 1.1362
S1 1.1331 1.1331 1.1360 1.1343
S2 1.1296 1.1296 1.1354
S3 1.1237 1.1271 1.1349
S4 1.1177 1.1212 1.1332
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1743 1.1678 1.1433
R3 1.1620 1.1554 1.1399
R2 1.1496 1.1496 1.1388
R1 1.1431 1.1431 1.1376 1.1463
PP 1.1373 1.1373 1.1373 1.1389
S1 1.1307 1.1307 1.1354 1.1340
S2 1.1249 1.1249 1.1342
S3 1.1126 1.1184 1.1331
S4 1.1002 1.1060 1.1297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1438 1.1315 0.0124 1.1% 0.0062 0.5% 41% False False 246
10 1.1438 1.1249 0.0189 1.7% 0.0062 0.5% 61% False False 165
20 1.1661 1.1249 0.0412 3.6% 0.0057 0.5% 28% False False 146
40 1.1750 1.1249 0.0501 4.4% 0.0042 0.4% 23% False False 109
60 1.1918 1.1249 0.0669 5.9% 0.0039 0.3% 17% False False 79
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1634
2.618 1.1537
1.618 1.1477
1.000 1.1441
0.618 1.1418
HIGH 1.1381
0.618 1.1358
0.500 1.1351
0.382 1.1344
LOW 1.1322
0.618 1.1285
1.000 1.1262
1.618 1.1225
2.618 1.1166
4.250 1.1069
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 1.1360 1.1369
PP 1.1356 1.1368
S1 1.1351 1.1366

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

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