CME Euro FX (E) Future June 2022


Trading Metrics calculated at close of trading on 01-Dec-2021
Day Change Summary
Previous Current
30-Nov-2021 01-Dec-2021 Change Change % Previous Week
Open 1.1358 1.1397 0.0039 0.3% 1.1344
High 1.1438 1.1417 -0.0022 -0.2% 1.1380
Low 1.1315 1.1365 0.0051 0.4% 1.1249
Close 1.1383 1.1376 -0.0007 -0.1% 1.1361
Range 0.0124 0.0052 -0.0072 -58.3% 0.0131
ATR 0.0063 0.0062 -0.0001 -1.3% 0.0000
Volume 292 106 -186 -63.7% 285
Daily Pivots for day following 01-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1540 1.1509 1.1404
R3 1.1489 1.1458 1.1390
R2 1.1437 1.1437 1.1385
R1 1.1406 1.1406 1.1380 1.1396
PP 1.1386 1.1386 1.1386 1.1381
S1 1.1355 1.1355 1.1371 1.1345
S2 1.1334 1.1334 1.1366
S3 1.1283 1.1303 1.1361
S4 1.1231 1.1252 1.1347
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1721 1.1672 1.1433
R3 1.1591 1.1541 1.1397
R2 1.1460 1.1460 1.1385
R1 1.1411 1.1411 1.1373 1.1436
PP 1.1330 1.1330 1.1330 1.1342
S1 1.1280 1.1280 1.1349 1.1305
S2 1.1199 1.1199 1.1337
S3 1.1069 1.1150 1.1325
S4 1.0938 1.1019 1.1289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1438 1.1249 0.0189 1.7% 0.0065 0.6% 67% False False 122
10 1.1438 1.1249 0.0189 1.7% 0.0060 0.5% 67% False False 124
20 1.1671 1.1249 0.0422 3.7% 0.0054 0.5% 30% False False 114
40 1.1750 1.1249 0.0501 4.4% 0.0041 0.4% 25% False False 93
60 1.1918 1.1249 0.0669 5.9% 0.0038 0.3% 19% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1635
2.618 1.1551
1.618 1.1500
1.000 1.1468
0.618 1.1448
HIGH 1.1417
0.618 1.1397
0.500 1.1391
0.382 1.1385
LOW 1.1365
0.618 1.1333
1.000 1.1314
1.618 1.1282
2.618 1.1230
4.250 1.1146
Fisher Pivots for day following 01-Dec-2021
Pivot 1 day 3 day
R1 1.1391 1.1376
PP 1.1386 1.1376
S1 1.1381 1.1376

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

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