CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 11-Nov-2021
Day Change Summary
Previous Current
10-Nov-2021 11-Nov-2021 Change Change % Previous Week
Open 1.1602 1.1485 -0.0117 -1.0% 1.1572
High 1.1603 1.1494 -0.0109 -0.9% 1.1625
Low 1.1482 1.1450 -0.0033 -0.3% 1.1521
Close 1.1491 1.1452 -0.0039 -0.3% 1.1558
Range 0.0121 0.0045 -0.0076 -63.1% 0.0105
ATR 0.0063 0.0062 -0.0001 -2.1% 0.0000
Volume 224,743 145,588 -79,155 -35.2% 790,975
Daily Pivots for day following 11-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1599 1.1570 1.1476
R3 1.1554 1.1525 1.1464
R2 1.1510 1.1510 1.1460
R1 1.1481 1.1481 1.1456 1.1473
PP 1.1465 1.1465 1.1465 1.1461
S1 1.1436 1.1436 1.1447 1.1428
S2 1.1421 1.1421 1.1443
S3 1.1376 1.1392 1.1439
S4 1.1332 1.1347 1.1427
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1881 1.1824 1.1615
R3 1.1777 1.1720 1.1587
R2 1.1672 1.1672 1.1577
R1 1.1615 1.1615 1.1568 1.1592
PP 1.1568 1.1568 1.1568 1.1556
S1 1.1511 1.1511 1.1548 1.1487
S2 1.1463 1.1463 1.1539
S3 1.1359 1.1406 1.1529
S4 1.1254 1.1302 1.1501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1616 1.1450 0.0167 1.5% 0.0062 0.5% 1% False True 164,952
10 1.1700 1.1450 0.0251 2.2% 0.0071 0.6% 1% False True 172,134
20 1.1703 1.1450 0.0253 2.2% 0.0062 0.5% 1% False True 167,657
40 1.1809 1.1450 0.0360 3.1% 0.0057 0.5% 1% False True 161,391
60 1.1932 1.1450 0.0483 4.2% 0.0053 0.5% 0% False True 135,912
80 1.1940 1.1450 0.0490 4.3% 0.0053 0.5% 0% False True 102,097
100 1.2016 1.1450 0.0566 4.9% 0.0054 0.5% 0% False True 81,783
120 1.2314 1.1450 0.0865 7.5% 0.0056 0.5% 0% False True 68,244
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1683
2.618 1.1611
1.618 1.1566
1.000 1.1539
0.618 1.1522
HIGH 1.1494
0.618 1.1477
0.500 1.1472
0.382 1.1466
LOW 1.1450
0.618 1.1422
1.000 1.1405
1.618 1.1377
2.618 1.1333
4.250 1.1260
Fisher Pivots for day following 11-Nov-2021
Pivot 1 day 3 day
R1 1.1472 1.1533
PP 1.1465 1.1506
S1 1.1458 1.1479

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

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