CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 1.1644 1.1709 0.0066 0.6% 1.1700
High 1.1669 1.1709 0.0040 0.3% 1.1733
Low 1.1626 1.1709 0.0084 0.7% 1.1626
Close 1.1669 1.1709 0.0040 0.3% 1.1669
Range 0.0044 0.0000 -0.0044 -100.0% 0.0108
ATR 0.0041 0.0041 0.0000 -0.1% 0.0000
Volume 8 8 0 0.0% 66
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1709 1.1709 1.1709
R3 1.1709 1.1709 1.1709
R2 1.1709 1.1709 1.1709
R1 1.1709 1.1709 1.1709 1.1709
PP 1.1709 1.1709 1.1709 1.1709
S1 1.1709 1.1709 1.1709 1.1709
S2 1.1709 1.1709 1.1709
S3 1.1709 1.1709 1.1709
S4 1.1709 1.1709 1.1709
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% 0.0016 0.1% 78% False False 5
10 1.1809 1.1626 0.0183 1.6% 0.0015 0.1% 46% False False 53
20 1.1809 1.1626 0.0183 1.6% 0.0014 0.1% 46% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1709
2.618 1.1709
1.618 1.1709
1.000 1.1709
0.618 1.1709
HIGH 1.1709
0.618 1.1709
0.500 1.1709
0.382 1.1709
LOW 1.1709
0.618 1.1709
1.000 1.1709
1.618 1.1709
2.618 1.1709
4.250 1.1709
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 1.1709 1.1695
PP 1.1709 1.1681
S1 1.1709 1.1667

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

View Archives - Comment on this page... - Back to Index of Symbols