CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	1.1460	1.1442	-0.0018	-0.2%	1.1407
High	1.1460	1.1446	-0.0014	-0.1%	1.1431
Low	1.1426	1.1441	0.0015	0.1%	1.1312
Close	1.1446	1.1441	-0.0005	0.0%	1.1425
Range	0.0034	0.0005	-0.0029	-85.3%	0.0119
ATR	0.0052	0.0049	-0.0003	-6.5%	0.0000
Volume	191	93	-98	-51.3%	331

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1458	1.1454	1.1444
R3	1.1453	1.1449	1.1442
R2	1.1448	1.1448	1.1442
R1	1.1444	1.1444	1.1441	1.1444
PP	1.1443	1.1443	1.1443	1.1442
S1	1.1439	1.1439	1.1441	1.1439
S2	1.1438	1.1438	1.1440
S3	1.1433	1.1434	1.1440
S4	1.1428	1.1429	1.1438

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%	0.0019	0.2%	87%	False	False	77
10	1.1493	1.1312	0.0181	1.6%	0.0024	0.2%	72%	False	False	75
20	1.1733	1.1312	0.0422	3.7%	0.0029	0.3%	31%	False	False	69
40	1.1809	1.1312	0.0497	4.3%	0.0021	0.2%	26%	False	False	55

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0000
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1467
2.618	1.1459
1.618	1.1454
1.000	1.1451
0.618	1.1449
HIGH	1.1446
0.618	1.1444
0.500	1.1444
0.382	1.1443
LOW	1.1441
0.618	1.1438
1.000	1.1436
1.618	1.1433
2.618	1.1428
4.250	1.1420

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	1.1444	1.1436
PP	1.1443	1.1431
S1	1.1442	1.1426

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