CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 1.1426 1.1413 -0.0014 -0.1% 1.1400
High 1.1431 1.1433 0.0002 0.0% 1.1471
Low 1.1407 1.1396 -0.0011 -0.1% 1.1385
Close 1.1407 1.1431 0.0025 0.2% 1.1431
Range 0.0025 0.0037 0.0013 51.0% 0.0086
ATR 0.0049 0.0048 -0.0001 -1.8% 0.0000
Volume 5 2 -3 -60.0% 92
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1531 1.1518 1.1451
R3 1.1494 1.1481 1.1441
R2 1.1457 1.1457 1.1438
R1 1.1444 1.1444 1.1434 1.1450
PP 1.1420 1.1420 1.1420 1.1423
S1 1.1407 1.1407 1.1428 1.1413
S2 1.1383 1.1383 1.1424
S3 1.1346 1.1370 1.1421
S4 1.1309 1.1333 1.1411
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1687 1.1645 1.1478
R3 1.1601 1.1559 1.1455
R2 1.1515 1.1515 1.1447
R1 1.1473 1.1473 1.1439 1.1494
PP 1.1429 1.1429 1.1429 1.1439
S1 1.1387 1.1387 1.1423 1.1408
S2 1.1343 1.1343 1.1415
S3 1.1257 1.1301 1.1407
S4 1.1171 1.1215 1.1384
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% 0.0028 0.2% 54% False False 18
10 1.1471 1.1385 0.0086 0.8% 0.0028 0.2% 54% False False 41
20 1.1583 1.1312 0.0272 2.4% 0.0031 0.3% 44% False False 70
40 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 24% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1590
2.618 1.1529
1.618 1.1492
1.000 1.1470
0.618 1.1455
HIGH 1.1433
0.618 1.1418
0.500 1.1414
0.382 1.1410
LOW 1.1396
0.618 1.1373
1.000 1.1359
1.618 1.1336
2.618 1.1299
4.250 1.1238
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 1.1425 1.1431
PP 1.1420 1.1431
S1 1.1414 1.1431

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

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