CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 1.1453 1.1412 -0.0041 -0.4% 1.1580
High 1.1493 1.1412 -0.0081 -0.7% 1.1583
Low 1.1453 1.1377 -0.0076 -0.7% 1.1377
Close 1.1493 1.1412 -0.0081 -0.7% 1.1412
Range 0.0040 0.0035 -0.0006 -13.8% 0.0206
ATR 0.0044 0.0049 0.0005 11.5% 0.0000
Volume 29 43 14 48.3% 389
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1504 1.1492 1.1430
R3 1.1469 1.1458 1.1421
R2 1.1435 1.1435 1.1418
R1 1.1423 1.1423 1.1415 1.1429
PP 1.1400 1.1400 1.1400 1.1403
S1 1.1389 1.1389 1.1408 1.1394
S2 1.1366 1.1366 1.1405
S3 1.1331 1.1354 1.1402
S4 1.1297 1.1320 1.1393
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2075 1.1949 1.1525
R3 1.1869 1.1743 1.1468
R2 1.1663 1.1663 1.1449
R1 1.1537 1.1537 1.1430 1.1497
PP 1.1457 1.1457 1.1457 1.1437
S1 1.1331 1.1331 1.1393 1.1291
S2 1.1251 1.1251 1.1374
S3 1.1045 1.1125 1.1355
S4 1.0839 1.0919 1.1298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1583 1.1377 0.0206 1.8% 0.0047 0.4% 17% False True 77
10 1.1713 1.1377 0.0336 2.9% 0.0036 0.3% 10% False True 75
20 1.1809 1.1377 0.0432 3.8% 0.0026 0.2% 8% False True 64
40 1.1817 1.1377 0.0440 3.9% 0.0022 0.2% 8% False True 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1558
2.618 1.1502
1.618 1.1467
1.000 1.1446
0.618 1.1433
HIGH 1.1412
0.618 1.1398
0.500 1.1394
0.382 1.1390
LOW 1.1377
0.618 1.1356
1.000 1.1343
1.618 1.1321
2.618 1.1287
4.250 1.1230
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 1.1406 1.1435
PP 1.1400 1.1427
S1 1.1394 1.1419

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

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