CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 03-Dec-2021
Day Change Summary
Previous Current
02-Dec-2021 03-Dec-2021 Change Change % Previous Week
Open 1.1441 1.1432 -0.0009 -0.1% 1.1391
High 1.1460 1.1444 -0.0016 -0.1% 1.1460
Low 1.1419 1.1395 -0.0024 -0.2% 1.1391
Close 1.1419 1.1432 0.0013 0.1% 1.1432
Range 0.0042 0.0049 0.0008 18.1% 0.0069
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 31 5 -26 -83.9% 323
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1571 1.1550 1.1458
R3 1.1522 1.1501 1.1445
R2 1.1473 1.1473 1.1440
R1 1.1452 1.1452 1.1436 1.1456
PP 1.1424 1.1424 1.1424 1.1426
S1 1.1403 1.1403 1.1427 1.1407
S2 1.1375 1.1375 1.1423
S3 1.1326 1.1354 1.1418
S4 1.1277 1.1305 1.1405
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1635 1.1602 1.1469
R3 1.1566 1.1533 1.1450
R2 1.1497 1.1497 1.1444
R1 1.1464 1.1464 1.1438 1.1480
PP 1.1428 1.1428 1.1428 1.1436
S1 1.1395 1.1395 1.1425 1.1411
S2 1.1359 1.1359 1.1419
S3 1.1290 1.1326 1.1413
S4 1.1221 1.1257 1.1394
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% 0.0028 0.2% 59% False False 64
10 1.1460 1.1312 0.0149 1.3% 0.0027 0.2% 81% False False 69
20 1.1713 1.1312 0.0401 3.5% 0.0032 0.3% 30% False False 70
40 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 24% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1652
2.618 1.1572
1.618 1.1523
1.000 1.1493
0.618 1.1474
HIGH 1.1444
0.618 1.1425
0.500 1.1420
0.382 1.1414
LOW 1.1395
0.618 1.1365
1.000 1.1346
1.618 1.1316
2.618 1.1267
4.250 1.1187
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 1.1428 1.1430
PP 1.1424 1.1429
S1 1.1420 1.1428

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

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