CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 12-Nov-2021
Day Change Summary
Previous Current
11-Nov-2021 12-Nov-2021 Change Change % Previous Week
Open 1.1598 1.1569 -0.0029 -0.2% 1.1709
High 1.1598 1.1578 -0.0020 -0.2% 1.1713
Low 1.1566 1.1567 0.0002 0.0% 1.1566
Close 1.1566 1.1568 0.0003 0.0% 1.1568
Range 0.0032 0.0011 -0.0022 -67.2% 0.0147
ATR 0.0043 0.0041 -0.0002 -5.1% 0.0000
Volume 8 279 271 3,387.5% 363
Daily Pivots for day following 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1602 1.1596 1.1574
R3 1.1592 1.1585 1.1571
R2 1.1581 1.1581 1.1570
R1 1.1575 1.1575 1.1569 1.1573
PP 1.1571 1.1571 1.1571 1.1570
S1 1.1564 1.1564 1.1567 1.1562
S2 1.1560 1.1560 1.1566
S3 1.1550 1.1554 1.1565
S4 1.1539 1.1543 1.1562
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2056 1.1959 1.1649
R3 1.1909 1.1812 1.1608
R2 1.1762 1.1762 1.1595
R1 1.1665 1.1665 1.1581 1.1640
PP 1.1615 1.1615 1.1615 1.1603
S1 1.1518 1.1518 1.1555 1.1493
S2 1.1468 1.1468 1.1541
S3 1.1321 1.1371 1.1528
S4 1.1174 1.1224 1.1487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1713 1.1566 0.0147 1.3% 0.0026 0.2% 2% False False 72
10 1.1733 1.1566 0.0168 1.4% 0.0024 0.2% 1% False False 42
20 1.1809 1.1566 0.0243 2.1% 0.0018 0.2% 1% False False 48
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1622
2.618 1.1605
1.618 1.1594
1.000 1.1588
0.618 1.1584
HIGH 1.1578
0.618 1.1573
0.500 1.1572
0.382 1.1571
LOW 1.1567
0.618 1.1561
1.000 1.1557
1.618 1.1550
2.618 1.1540
4.250 1.1522
Fisher Pivots for day following 12-Nov-2021
Pivot 1 day 3 day
R1 1.1572 1.1629
PP 1.1571 1.1609
S1 1.1569 1.1588

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

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