CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 22-Dec-2021
Day Change Summary
Previous Current
21-Dec-2021 22-Dec-2021 Change Change % Previous Week
Open 1.1410 1.1455 0.0045 0.4% 1.1423
High 1.1410 1.1455 0.0045 0.4% 1.1457
Low 1.1402 1.1453 0.0051 0.4% 1.1372
Close 1.1402 1.1453 0.0051 0.4% 1.1376
Range 0.0008 0.0002 -0.0007 -81.3% 0.0085
ATR 0.0045 0.0046 0.0001 1.1% 0.0000
Volume 2 2 0 0.0% 19
Daily Pivots for day following 22-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1458 1.1457 1.1454
R3 1.1457 1.1456 1.1453
R2 1.1455 1.1455 1.1453
R1 1.1454 1.1454 1.1453 1.1454
PP 1.1454 1.1454 1.1454 1.1453
S1 1.1453 1.1453 1.1453 1.1452
S2 1.1452 1.1452 1.1453
S3 1.1451 1.1451 1.1453
S4 1.1449 1.1450 1.1452
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 1.1360 0.0097 0.8% 0.0031 0.3% 96% False False 4
10 1.1457 1.1360 0.0097 0.8% 0.0028 0.2% 96% False False 3
20 1.1471 1.1312 0.0159 1.4% 0.0027 0.2% 89% False False 26
40 1.1809 1.1312 0.0497 4.3% 0.0027 0.2% 28% False False 48
60 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 28% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1461
2.618 1.1458
1.618 1.1457
1.000 1.1456
0.618 1.1455
HIGH 1.1455
0.618 1.1454
0.500 1.1454
0.382 1.1454
LOW 1.1453
0.618 1.1452
1.000 1.1452
1.618 1.1451
2.618 1.1449
4.250 1.1447
Fisher Pivots for day following 22-Dec-2021
Pivot 1 day 3 day
R1 1.1454 1.1438
PP 1.1454 1.1423
S1 1.1453 1.1407

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

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