CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 1.1425 1.1391 -0.0034 -0.3% 1.1407
High 1.1431 1.1403 -0.0028 -0.2% 1.1431
Low 1.1425 1.1391 -0.0034 -0.3% 1.1312
Close 1.1425 1.1395 -0.0031 -0.3% 1.1425
Range 0.0006 0.0012 0.0006 109.1% 0.0119
ATR 0.0053 0.0051 -0.0001 -2.5% 0.0000
Volume 56 3 -53 -94.6% 331
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1431 1.1424 1.1401
R3 1.1419 1.1413 1.1398
R2 1.1408 1.1408 1.1397
R1 1.1401 1.1401 1.1396 1.1404
PP 1.1396 1.1396 1.1396 1.1398
S1 1.1390 1.1390 1.1393 1.1393
S2 1.1385 1.1385 1.1392
S3 1.1373 1.1378 1.1391
S4 1.1362 1.1367 1.1388
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% 0.0021 0.2% 70% False False 66
10 1.1583 1.1312 0.0272 2.4% 0.0034 0.3% 31% False False 72
20 1.1733 1.1312 0.0422 3.7% 0.0029 0.3% 20% False False 57
40 1.1809 1.1312 0.0497 4.4% 0.0021 0.2% 17% False False 49
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1451
2.618 1.1433
1.618 1.1421
1.000 1.1414
0.618 1.1410
HIGH 1.1403
0.618 1.1398
0.500 1.1397
0.382 1.1395
LOW 1.1391
0.618 1.1384
1.000 1.1380
1.618 1.1372
2.618 1.1361
4.250 1.1342
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 1.1397 1.1387
PP 1.1396 1.1379
S1 1.1395 1.1371

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

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