CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 07-Dec-2021
Day Change Summary
Previous Current
06-Dec-2021 07-Dec-2021 Change Change % Previous Week
Open 1.1400 1.1385 -0.0015 -0.1% 1.1391
High 1.1400 1.1385 -0.0015 -0.1% 1.1460
Low 1.1400 1.1385 -0.0015 -0.1% 1.1391
Close 1.1400 1.1385 -0.0015 -0.1% 1.1432
Range
ATR 0.0047 0.0045 -0.0002 -4.9% 0.0000
Volume 38 35 -3 -7.9% 323
Daily Pivots for day following 07-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1385 1.1385 1.1385
R3 1.1385 1.1385 1.1385
R2 1.1385 1.1385 1.1385
R1 1.1385 1.1385 1.1385 1.1385
PP 1.1385 1.1385 1.1385 1.1385
S1 1.1385 1.1385 1.1385 1.1385
S2 1.1385 1.1385 1.1385
S3 1.1385 1.1385 1.1385
S4 1.1385 1.1385 1.1385
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1635 1.1602 1.1469
R3 1.1566 1.1533 1.1450
R2 1.1497 1.1497 1.1444
R1 1.1464 1.1464 1.1438 1.1480
PP 1.1428 1.1428 1.1428 1.1436
S1 1.1395 1.1395 1.1425 1.1411
S2 1.1359 1.1359 1.1419
S3 1.1290 1.1326 1.1413
S4 1.1221 1.1257 1.1394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1385 0.0076 0.7% 0.0019 0.2% 0% False True 40
10 1.1460 1.1312 0.0149 1.3% 0.0018 0.2% 49% False False 66
20 1.1713 1.1312 0.0401 3.5% 0.0030 0.3% 18% False False 73
40 1.1809 1.1312 0.0497 4.4% 0.0022 0.2% 15% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 1.1385
2.618 1.1385
1.618 1.1385
1.000 1.1385
0.618 1.1385
HIGH 1.1385
0.618 1.1385
0.500 1.1385
0.382 1.1385
LOW 1.1385
0.618 1.1385
1.000 1.1385
1.618 1.1385
2.618 1.1385
4.250 1.1385
Fisher Pivots for day following 07-Dec-2021
Pivot 1 day 3 day
R1 1.1385 1.1414
PP 1.1385 1.1404
S1 1.1385 1.1394

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

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