CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 1.1377 1.1349 -0.0028 -0.2% 1.1580
High 1.1377 1.1350 -0.0028 -0.2% 1.1583
Low 1.1377 1.1312 -0.0066 -0.6% 1.1377
Close 1.1377 1.1325 -0.0052 -0.5% 1.1412
Range 0.0000 0.0038 0.0038 0.0206
ATR 0.0047 0.0049 0.0001 2.8% 0.0000
Volume 166 42 -124 -74.7% 389
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1443 1.1422 1.1346
R3 1.1405 1.1384 1.1335
R2 1.1367 1.1367 1.1332
R1 1.1346 1.1346 1.1328 1.1337
PP 1.1329 1.1329 1.1329 1.1324
S1 1.1308 1.1308 1.1322 1.1299
S2 1.1291 1.1291 1.1318
S3 1.1253 1.1270 1.1315
S4 1.1215 1.1232 1.1304
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 1.1493 1.1312 0.0181 1.6% 0.0032 0.3% 7% False True 69
10 1.1598 1.1312 0.0286 2.5% 0.0036 0.3% 5% False True 95
20 1.1809 1.1312 0.0497 4.4% 0.0028 0.2% 3% False True 69
40 1.1809 1.1312 0.0497 4.4% 0.0021 0.2% 3% False True 48
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1511
2.618 1.1449
1.618 1.1411
1.000 1.1388
0.618 1.1373
HIGH 1.1350
0.618 1.1335
0.500 1.1331
0.382 1.1326
LOW 1.1312
0.618 1.1288
1.000 1.1274
1.618 1.1250
2.618 1.1212
4.250 1.1150
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 1.1331 1.1360
PP 1.1329 1.1348
S1 1.1327 1.1337

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

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