CME Euro FX (E) Future December 2021


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 1.1377 1.1289 -0.0088 -0.8% 1.1450
High 1.1378 1.1295 -0.0083 -0.7% 1.1470
Low 1.1254 1.1235 -0.0019 -0.2% 1.1254
Close 1.1294 1.1236 -0.0058 -0.5% 1.1294
Range 0.0124 0.0060 -0.0064 -51.8% 0.0216
ATR 0.0068 0.0068 -0.0001 -0.9% 0.0000
Volume 253,560 198,908 -54,652 -21.6% 975,496
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1434 1.1394 1.1269
R3 1.1374 1.1335 1.1252
R2 1.1315 1.1315 1.1247
R1 1.1275 1.1275 1.1241 1.1265
PP 1.1255 1.1255 1.1255 1.1250
S1 1.1216 1.1216 1.1231 1.1206
S2 1.1196 1.1196 1.1225
S3 1.1136 1.1156 1.1220
S4 1.1077 1.1097 1.1203
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1986 1.1855 1.1412
R3 1.1770 1.1640 1.1353
R2 1.1555 1.1555 1.1333
R1 1.1424 1.1424 1.1313 1.1382
PP 1.1339 1.1339 1.1339 1.1318
S1 1.1209 1.1209 1.1274 1.1166
S2 1.1124 1.1124 1.1254
S3 1.0908 1.0993 1.1234
S4 1.0693 1.0778 1.1175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1392 1.1235 0.0157 1.4% 0.0078 0.7% 1% False True 201,758
10 1.1616 1.1235 0.0381 3.4% 0.0073 0.7% 0% False True 181,709
20 1.1703 1.1235 0.0468 4.2% 0.0072 0.6% 0% False True 181,499
40 1.1721 1.1235 0.0486 4.3% 0.0061 0.5% 0% False True 168,176
60 1.1932 1.1235 0.0697 6.2% 0.0057 0.5% 0% False True 157,434
80 1.1932 1.1235 0.0697 6.2% 0.0054 0.5% 0% False True 118,420
100 1.1940 1.1235 0.0705 6.3% 0.0056 0.5% 0% False True 94,810
120 1.2262 1.1235 0.1027 9.1% 0.0057 0.5% 0% False True 79,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1547
2.618 1.1450
1.618 1.1391
1.000 1.1354
0.618 1.1331
HIGH 1.1295
0.618 1.1272
0.500 1.1265
0.382 1.1258
LOW 1.1235
0.618 1.1198
1.000 1.1176
1.618 1.1139
2.618 1.1079
4.250 1.0982
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 1.1265 1.1307
PP 1.1255 1.1283
S1 1.1246 1.1260

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

View Archives - Comment on this page... - Back to Index of Symbols