CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 1.1450 1.1373 -0.0077 -0.7% 1.1573
High 1.1470 1.1392 -0.0078 -0.7% 1.1616
Low 1.1362 1.1315 -0.0048 -0.4% 1.1439
Close 1.1391 1.1322 -0.0069 -0.6% 1.1450
Range 0.0108 0.0077 -0.0031 -28.4% 0.0177
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 165,611 187,699 22,088 13.3% 773,958
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1574 1.1525 1.1364
R3 1.1497 1.1448 1.1343
R2 1.1420 1.1420 1.1336
R1 1.1371 1.1371 1.1329 1.1357
PP 1.1343 1.1343 1.1343 1.1336
S1 1.1294 1.1294 1.1315 1.1280
S2 1.1266 1.1266 1.1308
S3 1.1189 1.1217 1.1301
S4 1.1112 1.1140 1.1280
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2033 1.1918 1.1547
R3 1.1856 1.1741 1.1499
R2 1.1679 1.1679 1.1482
R1 1.1564 1.1564 1.1466 1.1533
PP 1.1502 1.1502 1.1502 1.1486
S1 1.1387 1.1387 1.1434 1.1356
S2 1.1325 1.1325 1.1418
S3 1.1148 1.1210 1.1401
S4 1.0971 1.1033 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1603 1.1315 0.0288 2.5% 0.0076 0.7% 3% False True 171,564
10 1.1625 1.1315 0.0311 2.7% 0.0067 0.6% 2% False True 164,627
20 1.1703 1.1315 0.0388 3.4% 0.0066 0.6% 2% False True 169,440
40 1.1775 1.1315 0.0461 4.1% 0.0059 0.5% 2% False True 162,645
60 1.1932 1.1315 0.0618 5.5% 0.0055 0.5% 1% False True 143,903
80 1.1940 1.1315 0.0625 5.5% 0.0054 0.5% 1% False True 108,177
100 1.1986 1.1315 0.0672 5.9% 0.0054 0.5% 1% False True 86,618
120 1.2299 1.1315 0.0984 8.7% 0.0056 0.5% 1% False True 72,288
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1719
2.618 1.1593
1.618 1.1516
1.000 1.1469
0.618 1.1439
HIGH 1.1392
0.618 1.1362
0.500 1.1353
0.382 1.1344
LOW 1.1315
0.618 1.1267
1.000 1.1238
1.618 1.1190
2.618 1.1113
4.250 1.0987
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 1.1353 1.1392
PP 1.1343 1.1369
S1 1.1332 1.1345

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

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