CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 10-Nov-2021
Day Change Summary
Previous Current
09-Nov-2021 10-Nov-2021 Change Change % Previous Week
Open 1.1713 1.1693 -0.0020 -0.2% 1.1700
High 1.1713 1.1693 -0.0020 -0.2% 1.1733
Low 1.1713 1.1606 -0.0107 -0.9% 1.1626
Close 1.1713 1.1606 -0.0107 -0.9% 1.1669
Range 0.0000 0.0087 0.0087 0.0108
ATR 0.0038 0.0043 0.0005 13.0% 0.0000
Volume 0 68 68 66
Daily Pivots for day following 10-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1896 1.1838 1.1653
R3 1.1809 1.1751 1.1629
R2 1.1722 1.1722 1.1621
R1 1.1664 1.1664 1.1613 1.1649
PP 1.1635 1.1635 1.1635 1.1627
S1 1.1577 1.1577 1.1598 1.1562
S2 1.1548 1.1548 1.1590
S3 1.1461 1.1490 1.1582
S4 1.1374 1.1403 1.1558
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 1.1713 1.1606 0.0107 0.9% 0.0026 0.2% 0% False True 16
10 1.1809 1.1606 0.0203 1.7% 0.0020 0.2% 0% False True 44
20 1.1809 1.1606 0.0203 1.7% 0.0017 0.1% 0% 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 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2062
2.618 1.1920
1.618 1.1833
1.000 1.1780
0.618 1.1746
HIGH 1.1693
0.618 1.1659
0.500 1.1649
0.382 1.1639
LOW 1.1606
0.618 1.1552
1.000 1.1519
1.618 1.1465
2.618 1.1378
4.250 1.1236
Fisher Pivots for day following 10-Nov-2021
Pivot 1 day 3 day
R1 1.1649 1.1659
PP 1.1635 1.1641
S1 1.1620 1.1623

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

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