CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 1.1674 1.1644 -0.0030 -0.3% 1.1700
High 1.1674 1.1669 -0.0005 0.0% 1.1733
Low 1.1674 1.1626 -0.0048 -0.4% 1.1626
Close 1.1674 1.1669 -0.0005 0.0% 1.1669
Range 0.0000 0.0044 0.0044 0.0108
ATR 0.0040 0.0041 0.0001 1.4% 0.0000
Volume 0 8 8 66
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1785 1.1771 1.1693
R3 1.1742 1.1727 1.1681
R2 1.1698 1.1698 1.1677
R1 1.1684 1.1684 1.1673 1.1691
PP 1.1655 1.1655 1.1655 1.1658
S1 1.1640 1.1640 1.1665 1.1647
S2 1.1611 1.1611 1.1661
S3 1.1568 1.1597 1.1657
S4 1.1524 1.1553 1.1645
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1998 1.1941 1.1728
R3 1.1891 1.1834 1.1699
R2 1.1783 1.1783 1.1689
R1 1.1726 1.1726 1.1679 1.1701
PP 1.1676 1.1676 1.1676 1.1663
S1 1.1619 1.1619 1.1659 1.1594
S2 1.1568 1.1568 1.1649
S3 1.1461 1.1511 1.1639
S4 1.1353 1.1404 1.1610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1733 1.1626 0.0108 0.9% 0.0022 0.2% 40% False True 13
10 1.1809 1.1626 0.0183 1.6% 0.0015 0.1% 24% False True 52
20 1.1809 1.1626 0.0183 1.6% 0.0015 0.1% 24% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.1854
2.618 1.1783
1.618 1.1739
1.000 1.1713
0.618 1.1696
HIGH 1.1669
0.618 1.1652
0.500 1.1647
0.382 1.1642
LOW 1.1626
0.618 1.1599
1.000 1.1582
1.618 1.1555
2.618 1.1512
4.250 1.1441
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 1.1662 1.1679
PP 1.1655 1.1676
S1 1.1647 1.1672

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

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