CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 1.1345 1.1410 0.0065 0.6% 1.1380
High 1.1356 1.1440 0.0084 0.7% 1.1435
Low 1.1345 1.1398 0.0053 0.5% 1.1349
Close 1.1356 1.1411 0.0055 0.5% 1.1396
Range 0.0011 0.0043 0.0032 286.4% 0.0086
ATR 0.0049 0.0052 0.0002 5.0% 0.0000
Volume 12 14 2 16.7% 32
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1544 1.1520 1.1434
R3 1.1501 1.1477 1.1422
R2 1.1459 1.1459 1.1418
R1 1.1435 1.1435 1.1414 1.1447
PP 1.1416 1.1416 1.1416 1.1422
S1 1.1392 1.1392 1.1407 1.1404
S2 1.1374 1.1374 1.1403
S3 1.1331 1.1350 1.1399
S4 1.1289 1.1307 1.1387
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 1.1440 1.1341 0.0100 0.9% 0.0032 0.3% 70% True False 7
10 1.1440 1.1341 0.0100 0.9% 0.0037 0.3% 70% True False 6
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1621
2.618 1.1551
1.618 1.1509
1.000 1.1483
0.618 1.1466
HIGH 1.1440
0.618 1.1424
0.500 1.1419
0.382 1.1414
LOW 1.1398
0.618 1.1371
1.000 1.1355
1.618 1.1329
2.618 1.1286
4.250 1.1217
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 1.1419 1.1404
PP 1.1416 1.1397
S1 1.1413 1.1390

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

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