CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 20-Dec-2021
Day Change Summary
Previous Current
17-Dec-2021 20-Dec-2021 Change Change % Previous Week
Open 1.1405 1.1358 -0.0047 -0.4% 1.1373
High 1.1425 1.1380 -0.0045 -0.4% 1.1440
Low 1.1331 1.1358 0.0028 0.2% 1.1331
Close 1.1339 1.1358 0.0020 0.2% 1.1339
Range 0.0094 0.0022 -0.0072 -76.6% 0.0110
ATR 0.0055 0.0054 -0.0001 -1.7% 0.0000
Volume 38 89 51 134.2% 66
Daily Pivots for day following 20-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1431 1.1417 1.1370
R3 1.1409 1.1395 1.1364
R2 1.1387 1.1387 1.1362
R1 1.1373 1.1373 1.1360 1.1369
PP 1.1365 1.1365 1.1365 1.1364
S1 1.1351 1.1351 1.1356 1.1347
S2 1.1343 1.1343 1.1354
S3 1.1321 1.1329 1.1352
S4 1.1299 1.1307 1.1346
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1698 1.1628 1.1399
R3 1.1589 1.1518 1.1369
R2 1.1479 1.1479 1.1359
R1 1.1409 1.1409 1.1349 1.1389
PP 1.1370 1.1370 1.1370 1.1360
S1 1.1299 1.1299 1.1328 1.1280
S2 1.1260 1.1260 1.1318
S3 1.1151 1.1190 1.1308
S4 1.1041 1.1080 1.1278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1440 1.1331 0.0110 1.0% 0.0046 0.4% 25% False False 31
10 1.1440 1.1331 0.0110 1.0% 0.0041 0.4% 25% False False 17
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1474
2.618 1.1438
1.618 1.1416
1.000 1.1402
0.618 1.1394
HIGH 1.1380
0.618 1.1372
0.500 1.1369
0.382 1.1366
LOW 1.1358
0.618 1.1344
1.000 1.1336
1.618 1.1322
2.618 1.1300
4.250 1.1265
Fisher Pivots for day following 20-Dec-2021
Pivot 1 day 3 day
R1 1.1369 1.1385
PP 1.1365 1.1376
S1 1.1362 1.1367

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

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