CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 1.1460 1.1442 -0.0018 -0.2% 1.1407
High 1.1460 1.1446 -0.0014 -0.1% 1.1431
Low 1.1426 1.1441 0.0015 0.1% 1.1312
Close 1.1446 1.1441 -0.0005 0.0% 1.1425
Range 0.0034 0.0005 -0.0029 -85.3% 0.0119
ATR 0.0052 0.0049 -0.0003 -6.5% 0.0000
Volume 191 93 -98 -51.3% 331
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1458 1.1454 1.1444
R3 1.1453 1.1449 1.1442
R2 1.1448 1.1448 1.1442
R1 1.1444 1.1444 1.1441 1.1444
PP 1.1443 1.1443 1.1443 1.1442
S1 1.1439 1.1439 1.1441 1.1439
S2 1.1438 1.1438 1.1440
S3 1.1433 1.1434 1.1440
S4 1.1428 1.1429 1.1438
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 1.1460 1.1312 0.0149 1.3% 0.0019 0.2% 87% False False 77
10 1.1493 1.1312 0.0181 1.6% 0.0024 0.2% 72% False False 75
20 1.1733 1.1312 0.0422 3.7% 0.0029 0.3% 31% False False 69
40 1.1809 1.1312 0.0497 4.3% 0.0021 0.2% 26% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1467
2.618 1.1459
1.618 1.1454
1.000 1.1451
0.618 1.1449
HIGH 1.1446
0.618 1.1444
0.500 1.1444
0.382 1.1443
LOW 1.1441
0.618 1.1438
1.000 1.1436
1.618 1.1433
2.618 1.1428
4.250 1.1420
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 1.1444 1.1436
PP 1.1443 1.1431
S1 1.1442 1.1426

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

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