CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 1.1442 1.1441 -0.0002 0.0% 1.1407
High 1.1446 1.1460 0.0014 0.1% 1.1431
Low 1.1441 1.1419 -0.0023 -0.2% 1.1312
Close 1.1441 1.1419 -0.0023 -0.2% 1.1425
Range 0.0005 0.0042 0.0037 730.0% 0.0119
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 93 31 -62 -66.7% 331
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1557 1.1529 1.1441
R3 1.1515 1.1488 1.1430
R2 1.1474 1.1474 1.1426
R1 1.1446 1.1446 1.1422 1.1439
PP 1.1432 1.1432 1.1432 1.1429
S1 1.1405 1.1405 1.1415 1.1398
S2 1.1391 1.1391 1.1411
S3 1.1349 1.1363 1.1407
S4 1.1308 1.1322 1.1396
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 1.1391 0.0069 0.6% 0.0020 0.2% 40% True False 74
10 1.1493 1.1312 0.0181 1.6% 0.0026 0.2% 59% False False 72
20 1.1713 1.1312 0.0401 3.5% 0.0030 0.3% 27% False False 70
40 1.1809 1.1312 0.0497 4.4% 0.0022 0.2% 22% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1636
2.618 1.1569
1.618 1.1527
1.000 1.1502
0.618 1.1486
HIGH 1.1460
0.618 1.1444
0.500 1.1439
0.382 1.1434
LOW 1.1419
0.618 1.1393
1.000 1.1377
1.618 1.1351
2.618 1.1310
4.250 1.1242
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 1.1439 1.1439
PP 1.1432 1.1432
S1 1.1425 1.1425

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

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