CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 27-Dec-2021
Day Change Summary
Previous Current
23-Dec-2021 27-Dec-2021 Change Change % Previous Week
Open 1.1457 1.1447 -0.0011 -0.1% 1.1374
High 1.1457 1.1447 -0.0011 -0.1% 1.1457
Low 1.1417 1.1447 0.0030 0.3% 1.1360
Close 1.1457 1.1447 -0.0011 -0.1% 1.1457
Range 0.0041 0.0000 -0.0041 -100.0% 0.0097
ATR 0.0045 0.0043 -0.0002 -5.5% 0.0000
Volume 0 3 3 7
Daily Pivots for day following 27-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1447 1.1447 1.1447
R3 1.1447 1.1447 1.1447
R2 1.1447 1.1447 1.1447
R1 1.1447 1.1447 1.1447 1.1447
PP 1.1447 1.1447 1.1447 1.1447
S1 1.1447 1.1447 1.1447 1.1447
S2 1.1447 1.1447 1.1447
S3 1.1447 1.1447 1.1447
S4 1.1447 1.1447 1.1447
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1716 1.1683 1.1510
R3 1.1619 1.1586 1.1484
R2 1.1522 1.1522 1.1475
R1 1.1489 1.1489 1.1466 1.1506
PP 1.1425 1.1425 1.1425 1.1433
S1 1.1392 1.1392 1.1448 1.1409
S2 1.1328 1.1328 1.1439
S3 1.1231 1.1295 1.1430
S4 1.1134 1.1198 1.1404
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% 0.0017 0.1% 89% False False 2
10 1.1457 1.1360 0.0097 0.8% 0.0026 0.2% 89% False False 2
20 1.1471 1.1360 0.0111 1.0% 0.0027 0.2% 78% False False 22
40 1.1733 1.1312 0.0422 3.7% 0.0028 0.2% 32% False False 39
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 27% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1447
2.618 1.1447
1.618 1.1447
1.000 1.1447
0.618 1.1447
HIGH 1.1447
0.618 1.1447
0.500 1.1447
0.382 1.1447
LOW 1.1447
0.618 1.1447
1.000 1.1447
1.618 1.1447
2.618 1.1447
4.250 1.1447
Fisher Pivots for day following 27-Dec-2021
Pivot 1 day 3 day
R1 1.1447 1.1443
PP 1.1447 1.1440
S1 1.1447 1.1437

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

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