CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 16-Nov-2021
Day Change Summary
Previous Current
15-Nov-2021 16-Nov-2021 Change Change % Previous Week
Open 1.1580 1.1481 -0.0099 -0.9% 1.1709
High 1.1583 1.1500 -0.0083 -0.7% 1.1713
Low 1.1508 1.1440 -0.0069 -0.6% 1.1566
Close 1.1508 1.1440 -0.0069 -0.6% 1.1568
Range 0.0075 0.0061 -0.0015 -19.3% 0.0147
ATR 0.0043 0.0045 0.0002 4.2% 0.0000
Volume 177 76 -101 -57.1% 363
Daily Pivots for day following 16-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1641 1.1601 1.1473
R3 1.1581 1.1540 1.1456
R2 1.1520 1.1520 1.1451
R1 1.1480 1.1480 1.1445 1.1470
PP 1.1460 1.1460 1.1460 1.1455
S1 1.1419 1.1419 1.1434 1.1409
S2 1.1399 1.1399 1.1428
S3 1.1339 1.1359 1.1423
S4 1.1278 1.1298 1.1406
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 1.1693 1.1440 0.0253 2.2% 0.0053 0.5% 0% False True 121
10 1.1733 1.1440 0.0294 2.6% 0.0034 0.3% 0% False True 63
20 1.1809 1.1440 0.0369 3.2% 0.0024 0.2% 0% False True 59
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1757
2.618 1.1658
1.618 1.1598
1.000 1.1561
0.618 1.1537
HIGH 1.1500
0.618 1.1477
0.500 1.1470
0.382 1.1463
LOW 1.1440
0.618 1.1402
1.000 1.1379
1.618 1.1342
2.618 1.1281
4.250 1.1182
Fisher Pivots for day following 16-Nov-2021
Pivot 1 day 3 day
R1 1.1470 1.1511
PP 1.1460 1.1487
S1 1.1450 1.1463

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

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