CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 03-Nov-2021
Day Change Summary
Previous Current
02-Nov-2021 03-Nov-2021 Change Change % Previous Week
Open 1.1714 1.1705 -0.0009 -0.1% 1.1737
High 1.1714 1.1733 0.0019 0.2% 1.1809
Low 1.1705 1.1705 0.0000 0.0% 1.1682
Close 1.1705 1.1733 0.0028 0.2% 1.1682
Range 0.0009 0.0028 0.0019 211.1% 0.0127
ATR 0.0039 0.0039 -0.0001 -2.1% 0.0000
Volume 5 8 3 60.0% 462
Daily Pivots for day following 03-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1808 1.1798 1.1748
R3 1.1780 1.1770 1.1741
R2 1.1752 1.1752 1.1738
R1 1.1742 1.1742 1.1736 1.1747
PP 1.1724 1.1724 1.1724 1.1726
S1 1.1714 1.1714 1.1730 1.1719
S2 1.1696 1.1696 1.1728
S3 1.1668 1.1686 1.1725
S4 1.1640 1.1658 1.1718
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% 0.0014 0.1% 41% False False 72
10 1.1809 1.1682 0.0127 1.1% 0.0015 0.1% 41% False False 56
20 1.1809 1.1644 0.0165 1.4% 0.0014 0.1% 54% False False 41
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1852
2.618 1.1806
1.618 1.1778
1.000 1.1761
0.618 1.1750
HIGH 1.1733
0.618 1.1722
0.500 1.1719
0.382 1.1716
LOW 1.1705
0.618 1.1688
1.000 1.1677
1.618 1.1660
2.618 1.1632
4.250 1.1586
Fisher Pivots for day following 03-Nov-2021
Pivot 1 day 3 day
R1 1.1728 1.1727
PP 1.1724 1.1722
S1 1.1719 1.1716

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

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