CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 1.1705 1.1674 -0.0032 -0.3% 1.1737
High 1.1733 1.1674 -0.0060 -0.5% 1.1809
Low 1.1705 1.1674 -0.0032 -0.3% 1.1682
Close 1.1733 1.1674 -0.0060 -0.5% 1.1682
Range 0.0028 0.0000 -0.0028 -100.0% 0.0127
ATR 0.0039 0.0040 0.0001 3.9% 0.0000
Volume 8 0 -8 -100.0% 462
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1674 1.1674 1.1674
R3 1.1674 1.1674 1.1674
R2 1.1674 1.1674 1.1674
R1 1.1674 1.1674 1.1674 1.1674
PP 1.1674 1.1674 1.1674 1.1674
S1 1.1674 1.1674 1.1674 1.1674
S2 1.1674 1.1674 1.1674
S3 1.1674 1.1674 1.1674
S4 1.1674 1.1674 1.1674
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.2105 1.2020 1.1751
R3 1.1978 1.1893 1.1716
R2 1.1851 1.1851 1.1705
R1 1.1766 1.1766 1.1693 1.1745
PP 1.1724 1.1724 1.1724 1.1713
S1 1.1639 1.1639 1.1670 1.1618
S2 1.1597 1.1597 1.1658
S3 1.1470 1.1512 1.1647
S4 1.1343 1.1385 1.1612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1733 1.1674 0.0060 0.5% 0.0014 0.1% 0% False True 11
10 1.1809 1.1674 0.0135 1.2% 0.0012 0.1% 0% False True 56
20 1.1809 1.1644 0.0165 1.4% 0.0013 0.1% 18% False False 40
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1674
2.618 1.1674
1.618 1.1674
1.000 1.1674
0.618 1.1674
HIGH 1.1674
0.618 1.1674
0.500 1.1674
0.382 1.1674
LOW 1.1674
0.618 1.1674
1.000 1.1674
1.618 1.1674
2.618 1.1674
4.250 1.1674
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 1.1674 1.1703
PP 1.1674 1.1693
S1 1.1674 1.1683

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

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