CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 09-Dec-2021
Day Change Summary
Previous Current
08-Dec-2021 09-Dec-2021 Change Change % Previous Week
Open 1.1409 1.1426 0.0017 0.1% 1.1391
High 1.1471 1.1431 -0.0040 -0.3% 1.1460
Low 1.1392 1.1407 0.0015 0.1% 1.1391
Close 1.1471 1.1407 -0.0064 -0.6% 1.1432
Range 0.0079 0.0025 -0.0054 -68.8% 0.0069
ATR 0.0048 0.0049 0.0001 2.4% 0.0000
Volume 12 5 -7 -58.3% 323
Daily Pivots for day following 09-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1488 1.1472 1.1420
R3 1.1464 1.1447 1.1413
R2 1.1439 1.1439 1.1411
R1 1.1423 1.1423 1.1409 1.1419
PP 1.1415 1.1415 1.1415 1.1413
S1 1.1398 1.1398 1.1404 1.1394
S2 1.1390 1.1390 1.1402
S3 1.1366 1.1374 1.1400
S4 1.1341 1.1349 1.1393
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 1.1471 1.1385 0.0086 0.8% 0.0030 0.3% 26% False False 19
10 1.1471 1.1385 0.0086 0.8% 0.0025 0.2% 26% False False 46
20 1.1598 1.1312 0.0286 2.5% 0.0031 0.3% 33% False False 71
40 1.1809 1.1312 0.0497 4.4% 0.0024 0.2% 19% False False 56
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 1.1535
2.618 1.1495
1.618 1.1471
1.000 1.1456
0.618 1.1446
HIGH 1.1431
0.618 1.1422
0.500 1.1419
0.382 1.1416
LOW 1.1407
0.618 1.1391
1.000 1.1382
1.618 1.1367
2.618 1.1342
4.250 1.1302
Fisher Pivots for day following 09-Dec-2021
Pivot 1 day 3 day
R1 1.1419 1.1428
PP 1.1415 1.1421
S1 1.1411 1.1414

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

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