CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 1.1403 1.1425 0.0022 0.2% 1.1400
High 1.1403 1.1449 0.0046 0.4% 1.1471
Low 1.1372 1.1421 0.0050 0.4% 1.1385
Close 1.1392 1.1447 0.0055 0.5% 1.1431
Range 0.0031 0.0028 -0.0004 -11.3% 0.0086
ATR 0.0045 0.0046 0.0001 1.8% 0.0000
Volume 3 13 10 333.3% 92
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1521 1.1511 1.1462
R3 1.1494 1.1484 1.1454
R2 1.1466 1.1466 1.1452
R1 1.1456 1.1456 1.1449 1.1461
PP 1.1439 1.1439 1.1439 1.1441
S1 1.1429 1.1429 1.1444 1.1434
S2 1.1411 1.1411 1.1441
S3 1.1384 1.1401 1.1439
S4 1.1356 1.1374 1.1431
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 1.1449 1.1372 0.0077 0.7% 0.0025 0.2% 97% True False 3
10 1.1471 1.1372 0.0099 0.9% 0.0028 0.2% 76% False False 11
20 1.1493 1.1312 0.0181 1.6% 0.0027 0.2% 75% False False 41
40 1.1809 1.1312 0.0497 4.3% 0.0025 0.2% 27% 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 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 1.1565
2.618 1.1520
1.618 1.1493
1.000 1.1476
0.618 1.1465
HIGH 1.1449
0.618 1.1438
0.500 1.1435
0.382 1.1432
LOW 1.1421
0.618 1.1404
1.000 1.1394
1.618 1.1377
2.618 1.1349
4.250 1.1304
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 1.1443 1.1434
PP 1.1439 1.1422
S1 1.1435 1.1410

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

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