CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 1.1391 1.1460 0.0069 0.6% 1.1407
High 1.1403 1.1460 0.0058 0.5% 1.1431
Low 1.1391 1.1426 0.0035 0.3% 1.1312
Close 1.1395 1.1446 0.0051 0.4% 1.1425
Range 0.0012 0.0034 0.0023 195.7% 0.0119
ATR 0.0051 0.0052 0.0001 2.0% 0.0000
Volume 3 191 188 6,266.7% 331
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1546 1.1530 1.1464
R3 1.1512 1.1496 1.1455
R2 1.1478 1.1478 1.1452
R1 1.1462 1.1462 1.1449 1.1453
PP 1.1444 1.1444 1.1444 1.1439
S1 1.1428 1.1428 1.1442 1.1419
S2 1.1410 1.1410 1.1439
S3 1.1376 1.1394 1.1436
S4 1.1342 1.1360 1.1427
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1746 1.1705 1.1490
R3 1.1627 1.1586 1.1458
R2 1.1508 1.1508 1.1447
R1 1.1467 1.1467 1.1436 1.1487
PP 1.1389 1.1389 1.1389 1.1399
S1 1.1348 1.1348 1.1414 1.1368
S2 1.1270 1.1270 1.1403
S3 1.1151 1.1229 1.1392
S4 1.1032 1.1110 1.1360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1312 0.0149 1.3% 0.0018 0.2% 90% True False 91
10 1.1500 1.1312 0.0189 1.6% 0.0030 0.3% 71% False False 73
20 1.1733 1.1312 0.0422 3.7% 0.0029 0.3% 32% False False 64
40 1.1809 1.1312 0.0497 4.3% 0.0021 0.2% 27% False False 53
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1605
2.618 1.1549
1.618 1.1515
1.000 1.1494
0.618 1.1481
HIGH 1.1460
0.618 1.1447
0.500 1.1443
0.382 1.1439
LOW 1.1426
0.618 1.1405
1.000 1.1392
1.618 1.1371
2.618 1.1337
4.250 1.1282
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 1.1445 1.1439
PP 1.1444 1.1432
S1 1.1443 1.1426

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

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