CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 1.1326 1.1324 -0.0002 0.0% 1.1573
High 1.1338 1.1379 0.0042 0.4% 1.1616
Low 1.1269 1.1318 0.0050 0.4% 1.1439
Close 1.1320 1.1376 0.0056 0.5% 1.1450
Range 0.0069 0.0061 -0.0008 -11.6% 0.0177
ATR 0.0064 0.0064 0.0000 -0.3% 0.0000
Volume 196,271 172,355 -23,916 -12.2% 773,958
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1541 1.1519 1.1409
R3 1.1480 1.1458 1.1392
R2 1.1419 1.1419 1.1387
R1 1.1397 1.1397 1.1381 1.1408
PP 1.1358 1.1358 1.1358 1.1363
S1 1.1336 1.1336 1.1370 1.1347
S2 1.1297 1.1297 1.1364
S3 1.1236 1.1275 1.1359
S4 1.1175 1.1214 1.1342
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 1.1470 1.1269 0.0201 1.8% 0.0069 0.6% 53% False False 171,223
10 1.1616 1.1269 0.0348 3.1% 0.0065 0.6% 31% False False 168,087
20 1.1703 1.1269 0.0434 3.8% 0.0068 0.6% 25% False False 174,349
40 1.1766 1.1269 0.0497 4.4% 0.0059 0.5% 22% False False 163,470
60 1.1932 1.1269 0.0664 5.8% 0.0055 0.5% 16% False False 149,977
80 1.1940 1.1269 0.0671 5.9% 0.0053 0.5% 16% False False 112,776
100 1.1949 1.1269 0.0680 6.0% 0.0055 0.5% 16% False False 90,298
120 1.2271 1.1269 0.1002 8.8% 0.0056 0.5% 11% False False 75,358
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1638
2.618 1.1539
1.618 1.1478
1.000 1.1440
0.618 1.1417
HIGH 1.1379
0.618 1.1356
0.500 1.1349
0.382 1.1341
LOW 1.1318
0.618 1.1280
1.000 1.1257
1.618 1.1219
2.618 1.1158
4.250 1.1059
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 1.1367 1.1360
PP 1.1358 1.1345
S1 1.1349 1.1330

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

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