CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 1.1400 1.1345 -0.0055 -0.5% 1.1380
High 1.1400 1.1356 -0.0044 -0.4% 1.1435
Low 1.1341 1.1345 0.0005 0.0% 1.1349
Close 1.1341 1.1356 0.0016 0.1% 1.1396
Range 0.0060 0.0011 -0.0049 -81.5% 0.0086
ATR 0.0052 0.0049 -0.0003 -5.0% 0.0000
Volume 2 12 10 500.0% 32
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1385 1.1382 1.1362
R3 1.1374 1.1371 1.1359
R2 1.1363 1.1363 1.1358
R1 1.1360 1.1360 1.1357 1.1362
PP 1.1352 1.1352 1.1352 1.1353
S1 1.1349 1.1349 1.1355 1.1351
S2 1.1341 1.1341 1.1354
S3 1.1330 1.1338 1.1353
S4 1.1319 1.1327 1.1350
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1651 1.1609 1.1443
R3 1.1565 1.1523 1.1419
R2 1.1479 1.1479 1.1411
R1 1.1437 1.1437 1.1403 1.1458
PP 1.1393 1.1393 1.1393 1.1403
S1 1.1351 1.1351 1.1388 1.1372
S2 1.1307 1.1307 1.1380
S3 1.1221 1.1265 1.1372
S4 1.1135 1.1179 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1400 1.1341 0.0060 0.5% 0.0029 0.3% 26% False False 4
10 1.1435 1.1341 0.0094 0.8% 0.0038 0.3% 16% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1403
2.618 1.1385
1.618 1.1374
1.000 1.1367
0.618 1.1363
HIGH 1.1356
0.618 1.1352
0.500 1.1351
0.382 1.1349
LOW 1.1345
0.618 1.1338
1.000 1.1334
1.618 1.1327
2.618 1.1316
4.250 1.1298
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 1.1354 1.1370
PP 1.1352 1.1366
S1 1.1351 1.1361

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

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