CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 1.1425 1.1380 -0.0045 -0.4% 1.1423
High 1.1449 1.1457 0.0008 0.1% 1.1457
Low 1.1421 1.1373 -0.0049 -0.4% 1.1372
Close 1.1447 1.1376 -0.0071 -0.6% 1.1376
Range 0.0028 0.0084 0.0057 205.5% 0.0085
ATR 0.0046 0.0049 0.0003 5.9% 0.0000
Volume 13 2 -11 -84.6% 19
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1654 1.1599 1.1422
R3 1.1570 1.1515 1.1399
R2 1.1486 1.1486 1.1391
R1 1.1431 1.1431 1.1383 1.1416
PP 1.1402 1.1402 1.1402 1.1394
S1 1.1347 1.1347 1.1368 1.1332
S2 1.1318 1.1318 1.1360
S3 1.1234 1.1263 1.1352
S4 1.1150 1.1179 1.1329
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1656 1.1601 1.1422
R3 1.1571 1.1516 1.1399
R2 1.1486 1.1486 1.1391
R1 1.1431 1.1431 1.1383 1.1416
PP 1.1401 1.1401 1.1401 1.1394
S1 1.1346 1.1346 1.1368 1.1331
S2 1.1316 1.1316 1.1360
S3 1.1231 1.1261 1.1352
S4 1.1146 1.1176 1.1329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1457 1.1372 0.0085 0.7% 0.0034 0.3% 5% True False 3
10 1.1471 1.1372 0.0099 0.9% 0.0031 0.3% 4% False False 11
20 1.1471 1.1312 0.0159 1.4% 0.0029 0.3% 40% False False 40
40 1.1809 1.1312 0.0497 4.4% 0.0027 0.2% 13% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.1814
2.618 1.1676
1.618 1.1592
1.000 1.1541
0.618 1.1508
HIGH 1.1457
0.618 1.1424
0.500 1.1415
0.382 1.1405
LOW 1.1373
0.618 1.1321
1.000 1.1289
1.618 1.1237
2.618 1.1153
4.250 1.1016
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 1.1415 1.1414
PP 1.1402 1.1401
S1 1.1389 1.1388

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

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