CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 1.1349 1.1425 0.0076 0.7% 1.1407
High 1.1350 1.1431 0.0081 0.7% 1.1431
Low 1.1312 1.1425 0.0114 1.0% 1.1312
Close 1.1325 1.1425 0.0100 0.9% 1.1425
Range 0.0038 0.0006 -0.0033 -85.5% 0.0119
ATR 0.0049 0.0053 0.0004 8.4% 0.0000
Volume 42 56 14 33.3% 331
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1443 1.1440 1.1428
R3 1.1438 1.1434 1.1427
R2 1.1432 1.1432 1.1426
R1 1.1429 1.1429 1.1426 1.1428
PP 1.1427 1.1427 1.1427 1.1426
S1 1.1423 1.1423 1.1424 1.1422
S2 1.1421 1.1421 1.1424
S3 1.1416 1.1418 1.1423
S4 1.1410 1.1412 1.1422
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1746 1.1705 1.1490
R3 1.1627 1.1586 1.1458
R2 1.1508 1.1508 1.1447
R1 1.1467 1.1467 1.1436 1.1487
PP 1.1389 1.1389 1.1389 1.1399
S1 1.1348 1.1348 1.1414 1.1368
S2 1.1270 1.1270 1.1403
S3 1.1151 1.1229 1.1392
S4 1.1032 1.1110 1.1360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1431 1.1312 0.0119 1.0% 0.0025 0.2% 95% True False 74
10 1.1583 1.1312 0.0272 2.4% 0.0034 0.3% 42% False False 99
20 1.1733 1.1312 0.0422 3.7% 0.0028 0.2% 27% False False 57
40 1.1809 1.1312 0.0497 4.4% 0.0021 0.2% 23% False False 49
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 1.1454
2.618 1.1445
1.618 1.1439
1.000 1.1436
0.618 1.1434
HIGH 1.1431
0.618 1.1428
0.500 1.1428
0.382 1.1427
LOW 1.1425
0.618 1.1422
1.000 1.1420
1.618 1.1416
2.618 1.1411
4.250 1.1402
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 1.1428 1.1407
PP 1.1427 1.1389
S1 1.1426 1.1371

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

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