CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 23-Dec-2021
Day Change Summary
Previous Current
22-Dec-2021 23-Dec-2021 Change Change % Previous Week
Open 1.1455 1.1457 0.0003 0.0% 1.1423
High 1.1455 1.1457 0.0003 0.0% 1.1457
Low 1.1453 1.1417 -0.0037 -0.3% 1.1372
Close 1.1453 1.1457 0.0004 0.0% 1.1376
Range 0.0002 0.0041 0.0039 2,600.0% 0.0085
ATR 0.0046 0.0045 0.0000 -0.8% 0.0000
Volume 2 0 -2 -100.0% 19
Daily Pivots for day following 23-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1565 1.1552 1.1479
R3 1.1525 1.1511 1.1468
R2 1.1484 1.1484 1.1464
R1 1.1471 1.1471 1.1461 1.1477
PP 1.1444 1.1444 1.1444 1.1447
S1 1.1430 1.1430 1.1453 1.1437
S2 1.1403 1.1403 1.1450
S3 1.1363 1.1390 1.1446
S4 1.1322 1.1349 1.1435
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% 0.0034 0.3% 100% True False 1
10 1.1457 1.1360 0.0097 0.8% 0.0029 0.3% 100% True False 2
20 1.1471 1.1360 0.0111 1.0% 0.0027 0.2% 88% False False 24
40 1.1809 1.1312 0.0497 4.3% 0.0028 0.2% 29% False False 47
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 29% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1629
2.618 1.1563
1.618 1.1523
1.000 1.1498
0.618 1.1482
HIGH 1.1457
0.618 1.1442
0.500 1.1437
0.382 1.1432
LOW 1.1417
0.618 1.1391
1.000 1.1376
1.618 1.1351
2.618 1.1310
4.250 1.1244
Fisher Pivots for day following 23-Dec-2021
Pivot 1 day 3 day
R1 1.1450 1.1448
PP 1.1444 1.1439
S1 1.1437 1.1430

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

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