CME Euro FX (E) Future March 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 1.1352 1.1333 -0.0019 -0.2% 1.1330
High 1.1378 1.1362 -0.0016 -0.1% 1.1417
Low 1.1326 1.1295 -0.0031 -0.3% 1.1271
Close 1.1327 1.1341 0.0014 0.1% 1.1341
Range 0.0052 0.0067 0.0016 30.1% 0.0146
ATR 0.0069 0.0069 0.0000 -0.2% 0.0000
Volume 28,894 19,881 -9,013 -31.2% 90,356
Daily Pivots for day following 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1534 1.1504 1.1377
R3 1.1467 1.1437 1.1359
R2 1.1400 1.1400 1.1353
R1 1.1370 1.1370 1.1347 1.1385
PP 1.1333 1.1333 1.1333 1.1340
S1 1.1303 1.1303 1.1334 1.1318
S2 1.1266 1.1266 1.1328
S3 1.1199 1.1236 1.1322
S4 1.1132 1.1169 1.1304
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1781 1.1707 1.1421
R3 1.1635 1.1561 1.1381
R2 1.1489 1.1489 1.1367
R1 1.1415 1.1415 1.1354 1.1452
PP 1.1343 1.1343 1.1343 1.1361
S1 1.1269 1.1269 1.1327 1.1306
S2 1.1197 1.1197 1.1314
S3 1.1051 1.1123 1.1300
S4 1.0905 1.0977 1.1260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1417 1.1271 0.0146 1.3% 0.0071 0.6% 48% False False 18,071
10 1.1417 1.1222 0.0196 1.7% 0.0077 0.7% 61% False False 10,766
20 1.1645 1.1222 0.0423 3.7% 0.0069 0.6% 28% False False 6,136
40 1.1732 1.1222 0.0510 4.5% 0.0062 0.5% 23% False False 3,410
60 1.1897 1.1222 0.0676 6.0% 0.0058 0.5% 18% False False 2,423
80 1.1956 1.1222 0.0735 6.5% 0.0054 0.5% 16% False False 1,868
100 1.1965 1.1222 0.0743 6.6% 0.0053 0.5% 16% False False 1,501
120 1.2197 1.1222 0.0976 8.6% 0.0055 0.5% 12% False False 1,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1647
2.618 1.1537
1.618 1.1470
1.000 1.1429
0.618 1.1403
HIGH 1.1362
0.618 1.1336
0.500 1.1329
0.382 1.1321
LOW 1.1295
0.618 1.1254
1.000 1.1228
1.618 1.1187
2.618 1.1120
4.250 1.1010
Fisher Pivots for day following 03-Dec-2021
Pivot 1 day 3 day
R1 1.1337 1.1343
PP 1.1333 1.1342
S1 1.1329 1.1341

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

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