CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 02-Nov-2021
Day Change Summary
Previous Current
01-Nov-2021 02-Nov-2021 Change Change % Previous Week
Open 1.1700 1.1714 0.0015 0.1% 1.1737
High 1.1731 1.1714 -0.0017 -0.1% 1.1809
Low 1.1699 1.1705 0.0006 0.1% 1.1682
Close 1.1731 1.1705 -0.0026 -0.2% 1.1682
Range 0.0032 0.0009 -0.0023 -71.4% 0.0127
ATR 0.0041 0.0039 -0.0001 -2.6% 0.0000
Volume 45 5 -40 -88.9% 462
Daily Pivots for day following 02-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1735 1.1729 1.1710
R3 1.1726 1.1720 1.1707
R2 1.1717 1.1717 1.1707
R1 1.1711 1.1711 1.1706 1.1710
PP 1.1708 1.1708 1.1708 1.1707
S1 1.1702 1.1702 1.1704 1.1701
S2 1.1699 1.1699 1.1703
S3 1.1690 1.1693 1.1703
S4 1.1681 1.1684 1.1700
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2105 1.2020 1.1751
R3 1.1978 1.1893 1.1716
R2 1.1851 1.1851 1.1705
R1 1.1766 1.1766 1.1693 1.1745
PP 1.1724 1.1724 1.1724 1.1713
S1 1.1639 1.1639 1.1670 1.1618
S2 1.1597 1.1597 1.1658
S3 1.1470 1.1512 1.1647
S4 1.1343 1.1385 1.1612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1809 1.1682 0.0127 1.1% 0.0016 0.1% 19% False False 76
10 1.1809 1.1682 0.0127 1.1% 0.0013 0.1% 19% False False 56
20 1.1809 1.1644 0.0165 1.4% 0.0013 0.1% 37% False False 42
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1752
2.618 1.1738
1.618 1.1729
1.000 1.1723
0.618 1.1720
HIGH 1.1714
0.618 1.1711
0.500 1.1710
0.382 1.1708
LOW 1.1705
0.618 1.1699
1.000 1.1696
1.618 1.1690
2.618 1.1681
4.250 1.1667
Fisher Pivots for day following 02-Nov-2021
Pivot 1 day 3 day
R1 1.1710 1.1706
PP 1.1708 1.1706
S1 1.1707 1.1705

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

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