CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 23-Nov-2021
Day Change Summary
Previous Current
22-Nov-2021 23-Nov-2021 Change Change % Previous Week
Open 1.1407 1.1377 -0.0030 -0.3% 1.1580
High 1.1408 1.1377 -0.0031 -0.3% 1.1583
Low 1.1359 1.1377 0.0018 0.2% 1.1377
Close 1.1359 1.1377 0.0018 0.2% 1.1412
Range 0.0049 0.0000 -0.0049 -100.0% 0.0206
ATR 0.0049 0.0047 -0.0002 -4.5% 0.0000
Volume 67 166 99 147.8% 389
Daily Pivots for day following 23-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1377 1.1377 1.1377
R3 1.1377 1.1377 1.1377
R2 1.1377 1.1377 1.1377
R1 1.1377 1.1377 1.1377 1.1377
PP 1.1377 1.1377 1.1377 1.1377
S1 1.1377 1.1377 1.1377 1.1377
S2 1.1377 1.1377 1.1377
S3 1.1377 1.1377 1.1377
S4 1.1377 1.1377 1.1377
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2075 1.1949 1.1525
R3 1.1869 1.1743 1.1468
R2 1.1663 1.1663 1.1449
R1 1.1537 1.1537 1.1430 1.1497
PP 1.1457 1.1457 1.1457 1.1437
S1 1.1331 1.1331 1.1393 1.1291
S2 1.1251 1.1251 1.1374
S3 1.1045 1.1125 1.1355
S4 1.0839 1.0919 1.1298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1493 1.1359 0.0134 1.2% 0.0029 0.3% 13% False False 73
10 1.1693 1.1359 0.0334 2.9% 0.0041 0.4% 5% False False 97
20 1.1809 1.1359 0.0450 4.0% 0.0028 0.2% 4% False False 69
40 1.1809 1.1359 0.0450 4.0% 0.0023 0.2% 4% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1377
2.618 1.1377
1.618 1.1377
1.000 1.1377
0.618 1.1377
HIGH 1.1377
0.618 1.1377
0.500 1.1377
0.382 1.1377
LOW 1.1377
0.618 1.1377
1.000 1.1377
1.618 1.1377
2.618 1.1377
4.250 1.1377
Fisher Pivots for day following 23-Nov-2021
Pivot 1 day 3 day
R1 1.1377 1.1385
PP 1.1377 1.1383
S1 1.1377 1.1380

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

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