CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 22-Dec-2021
Day Change Summary
Previous Current
21-Dec-2021 22-Dec-2021 Change Change % Previous Week
Open 1.1383 1.1367 -0.0017 -0.1% 1.1373
High 1.1383 1.1416 0.0033 0.3% 1.1440
Low 1.1364 1.1367 0.0003 0.0% 1.1331
Close 1.1364 1.1416 0.0052 0.5% 1.1339
Range 0.0019 0.0049 0.0030 157.9% 0.0110
ATR 0.0052 0.0052 0.0000 0.0% 0.0000
Volume 3 18 15 500.0% 66
Daily Pivots for day following 22-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1546 1.1530 1.1442
R3 1.1497 1.1481 1.1429
R2 1.1448 1.1448 1.1424
R1 1.1432 1.1432 1.1420 1.1440
PP 1.1399 1.1399 1.1399 1.1403
S1 1.1383 1.1383 1.1411 1.1391
S2 1.1350 1.1350 1.1407
S3 1.1301 1.1334 1.1402
S4 1.1252 1.1285 1.1389
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% 0.0045 0.4% 78% False False 32
10 1.1440 1.1331 0.0110 1.0% 0.0037 0.3% 78% False False 18
20 1.1440 1.1291 0.0149 1.3% 0.0037 0.3% 84% False False 15
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1624
2.618 1.1544
1.618 1.1495
1.000 1.1465
0.618 1.1446
HIGH 1.1416
0.618 1.1397
0.500 1.1391
0.382 1.1385
LOW 1.1367
0.618 1.1336
1.000 1.1318
1.618 1.1287
2.618 1.1238
4.250 1.1158
Fisher Pivots for day following 22-Dec-2021
Pivot 1 day 3 day
R1 1.1407 1.1406
PP 1.1399 1.1396
S1 1.1391 1.1387

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

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