CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 1.1481 1.1439 -0.0042 -0.4% 1.1709
High 1.1500 1.1439 -0.0061 -0.5% 1.1713
Low 1.1440 1.1416 -0.0024 -0.2% 1.1566
Close 1.1440 1.1437 -0.0003 0.0% 1.1568
Range 0.0061 0.0023 -0.0038 -62.0% 0.0147
ATR 0.0045 0.0043 -0.0002 -3.4% 0.0000
Volume 76 64 -12 -15.8% 363
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1500 1.1491 1.1450
R3 1.1477 1.1468 1.1443
R2 1.1454 1.1454 1.1441
R1 1.1445 1.1445 1.1439 1.1438
PP 1.1431 1.1431 1.1431 1.1427
S1 1.1422 1.1422 1.1435 1.1415
S2 1.1408 1.1408 1.1433
S3 1.1385 1.1399 1.1431
S4 1.1362 1.1376 1.1424
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 1.1598 1.1416 0.0182 1.6% 0.0040 0.4% 12% False True 120
10 1.1713 1.1416 0.0297 2.6% 0.0033 0.3% 7% False True 68
20 1.1809 1.1416 0.0393 3.4% 0.0024 0.2% 5% False True 62
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1537
2.618 1.1499
1.618 1.1476
1.000 1.1462
0.618 1.1453
HIGH 1.1439
0.618 1.1430
0.500 1.1428
0.382 1.1425
LOW 1.1416
0.618 1.1402
1.000 1.1393
1.618 1.1379
2.618 1.1356
4.250 1.1318
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 1.1434 1.1500
PP 1.1431 1.1479
S1 1.1428 1.1458

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

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