CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 1.1413 1.1423 0.0011 0.1% 1.1400
High 1.1433 1.1423 -0.0010 -0.1% 1.1471
Low 1.1396 1.1396 0.0000 0.0% 1.1385
Close 1.1431 1.1408 -0.0024 -0.2% 1.1431
Range 0.0037 0.0028 -0.0010 -25.7% 0.0086
ATR 0.0048 0.0047 -0.0001 -1.9% 0.0000
Volume 2 1 -1 -50.0% 92
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1491 1.1477 1.1423
R3 1.1464 1.1449 1.1415
R2 1.1436 1.1436 1.1413
R1 1.1422 1.1422 1.1410 1.1415
PP 1.1409 1.1409 1.1409 1.1405
S1 1.1394 1.1394 1.1405 1.1388
S2 1.1381 1.1381 1.1402
S3 1.1354 1.1367 1.1400
S4 1.1326 1.1339 1.1392
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% 0.0034 0.3% 27% False False 11
10 1.1471 1.1385 0.0086 0.8% 0.0030 0.3% 27% False False 41
20 1.1583 1.1312 0.0272 2.4% 0.0032 0.3% 35% False False 56
40 1.1809 1.1312 0.0497 4.4% 0.0025 0.2% 19% False False 52
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1540
2.618 1.1495
1.618 1.1467
1.000 1.1451
0.618 1.1440
HIGH 1.1423
0.618 1.1412
0.500 1.1409
0.382 1.1406
LOW 1.1396
0.618 1.1379
1.000 1.1368
1.618 1.1351
2.618 1.1324
4.250 1.1279
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 1.1409 1.1414
PP 1.1409 1.1412
S1 1.1408 1.1410

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

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