CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	1.1377	1.1349	-0.0028	-0.2%	1.1580
High	1.1377	1.1350	-0.0028	-0.2%	1.1583
Low	1.1377	1.1312	-0.0066	-0.6%	1.1377
Close	1.1377	1.1325	-0.0052	-0.5%	1.1412
Range	0.0000	0.0038	0.0038		0.0206
ATR	0.0047	0.0049	0.0001	2.8%	0.0000
Volume	166	42	-124	-74.7%	389

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1443	1.1422	1.1346
R3	1.1405	1.1384	1.1335
R2	1.1367	1.1367	1.1332
R1	1.1346	1.1346	1.1328	1.1337
PP	1.1329	1.1329	1.1329	1.1324
S1	1.1308	1.1308	1.1322	1.1299
S2	1.1291	1.1291	1.1318
S3	1.1253	1.1270	1.1315
S4	1.1215	1.1232	1.1304

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	1.1312	0.0181	1.6%	0.0032	0.3%	7%	False	True	69
10	1.1598	1.1312	0.0286	2.5%	0.0036	0.3%	5%	False	True	95
20	1.1809	1.1312	0.0497	4.4%	0.0028	0.2%	3%	False	True	69
40	1.1809	1.1312	0.0497	4.4%	0.0021	0.2%	3%	False	True	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1511
2.618	1.1449
1.618	1.1411
1.000	1.1388
0.618	1.1373
HIGH	1.1350
0.618	1.1335
0.500	1.1331
0.382	1.1326
LOW	1.1312
0.618	1.1288
1.000	1.1274
1.618	1.1250
2.618	1.1212
4.250	1.1150

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	1.1331	1.1360
PP	1.1329	1.1348
S1	1.1327	1.1337

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols